Button and forms option - interactive PDF

Hello: 

I created a basic interactive element within InDesign using the "button and form" option. Essentially, I created 3 buttons with the idea the user would click a button and a popup window would appear and when they select X the popup dissapears. Once created I tested it using the EPUB interactivity preview and it worked however, when downloaded as an interactive PDF, it no longer works. Did I do something wrong? 

Thank you!