Hi flavia999,
I try to reproduce the issue on my side. I follow your above mentioned steps.
I add a image in Report then I add a Hyperlink in the image.
I open the Report in the Report view. The link is working.
then I export the Report as PDF. open the PDF file and click the image. Here also link is working correctly.
I am not able to reproduce this issue on my side.
I recommend you to again set the hyperlink like below and test it again.

if still you have problem with that then please try to post the picture of Hyperlink property that you had set in your Report. so that I can check what's wrong with that.
Regards
Deepak
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