Recently, O365 added some server side rendering of PDF files.  Problem is if you have PDF files and an anonymous site, if a user clicks the PDF link, it will then try to authenticate that users.  Which defeats the purpose of anonymous.

You’ll need to change the links as follows:

Append either to the following (1st opens in the server side PDF reader; 2nd downloads to the client to read.

?Web=1

?Web=0

to the end of the URL.