Where in the config is the pdf file format listed as the allowed for you? I have bee looking into this and I can get the same result that you are getting when I do not have it listed as allowed in my image types.
When I add it to the allowed image types I no longer get the error and can upload and link to the pdf file without issue. Here is what my settings look like for the allowed images inside of the config.php file at HTMLEditor > editor > filemanager > connectors > php:
$Config['AllowedExtensions']['Image'] = array('bmp','gif','jpeg','jpg','png', 'pdf') ;
What is the result that you get if you add it here?