Two things. I switched the default pdf reader to Books from info using the lock or right-click, that produced dialogue box error saying Books can't open the file, but when changing it to Finder, right-click only opens the Books app, it still couldn't open the pdf.
The pdf I changed to open with Books by default, whether right-clicking or double-clicking, produced an error box saying it can't be opened because it is from an unidentified developer.
I tried it with pdf files on hard drive, also iCloud storage.