I've created a project & storyboard with some links from screen to screen. It all looks nice in presentation view. I've then exported to PDF, but there doesn't seem to be any support for the links.

I've tried both the storyboard-->bulk export to PDF as well as exporting individual screens... everything seems to produce a single, flat, non-clickable pdf

Boon, you need to add all your linked screens to a storyboard and then export that to PDF or HTML. Look at this inter-linked HTML for an idea of what you'll get.