Sorry but when a user clicks to download it should download.
Shared Files is for sharing files securely by roles. The shared files download checks the user roles and if allowed it binary writes the file to the response and it should always do that if the user is allowed otherwise it would be broken.
Maybe you should consider not using Shared Files and just upload and link to pdf files in the content editor, then you have standard links to the files and server configuration for static files can be configured for cache.
ie create the text for the link in the html content editor, select the text and click the link toolbar button in the editor, click browse server, upload your pdf from there and link to it.
Hope that helps,
Joe