PDF can contain executable code (JavaScript to be exact), access remote URLs, and has several separate modes of display (which means that document rendered for printing is different than what you see on the screen).

PDF is an old complex format with a lot of features used in a lot of special cases that go light years beyond looking at a simple text file. It's the reason for all the issues, but keeping it useful as it is and magically waving away all issues is not really easy.