In this blogpost by Mike Schroder you can see, that WordPress will have better PDF support from WP 4.7.
However, the PDF support needs several dependencies:
Core support is provided through
WP_Image_Editor_Imagickand requires Imagick, ImageMagick, and Ghostscript support. When not supported, or if the generation fails, WordPress falls back to previous behavior and saves the attachment without adding image previews to meta. (Quote: Mike Schroder Nov. 15th. 2016)