Compatibility problems with interactive PDF are not limited to mobile devices only... for instance Mac Preview does pretty lousy job for showing videos or other interactive elements on PDFs... and unfortunately it is very often used as a default PDF viewer amongst Mac users.
And another story is browser extensions like PDF.js (used inside FireFox)... They are even worse than Mac Preview.
If you want to use interactive PDFs, you have to instruct users to open PDF into Adobe Reader or Acrobat...