Hello Allen,
I see no reason why pdf's shouldn't be cached by the CE if they are requested via HTTP. If you do ftp over HTTP there might be an issue but as mentioned above I see no reason why they shouldn't be cached. The only thing I could imagine is the fact, that you deny to chache pdf via a rule but I guess that this is not your goal.
Another problem might be that the PDF is linked in an ASP or something like that and is refered in different ways so that the CE could not identify that this is the same PDF which is alredy present at the CE.
Hope that helped...
Regards,
Joerg