Does shared reviews allow users with Adobe reader to add comments in a pdf?

Hello Everyone,

I have an issue with multiple users and with multiple files experincing issues with shared reviews. The pdf files are stored on Sharepoint Online. When user tries to add the sharepoint account in cloud location, it is added succesfully. but when they try to open a document which is shared with them for reveiwing, it doesn't open in reader straight-away. First it asks them to save the file locally on their PC with dailouge box below.

After saving it and opening it from local drive, it tries to connect to sharepoint server and fail to connect with below message. 

When the user try to click "Keep trying", it doesn't connect to the server. And when click on "Work Offline", they are not able to add new comments in it.

I wonder what could be the reason for this issue?

1.) The initator has used Adobe Acrobat DC Pro to initate shared review for a pdf and others who are reviewers uses Adobe reader and don't have capability to add new comments in a shared review?

2.) Any specific setting in sharepoint site causing this issue to trigger?

FYI: the users who try to add comments in a shared review pdf and fail, uses Adobe reader 21 (latest version).