Illustrator Hyperlinks in Placed Files

We do most of our drawing work in Illustrator saved out as individual .ai files. Groups of .ai files are then placed in InDesign, a cover page and page #'s are added, then the file is as a single PDF.

Illustrator recently added the ability to create a hyperlinked item. When you save that file out of Illustrator as a PDF, the hyperlink is clickable. 

Is there any way to maintain that Illustrator hyperlink when placing .ai files and exporting as PDF in InDesign? I know you can create hyperlinks in InDesign, but since most of our work is done in Illustrator first I'd prefer to do the hyperlinking there.