I cannot replicate this. I'm using archlinux, firefox 47.0.1-1, and conkeror-git 1.0.3.r11.g66bcc3f-1.

With the default configuration (i.e., no .conkerorrc) saving and opening pdf files with external programs
works just fine.

Conkeror uses firefox's mimeservice api to determine mime types:

https://dxr.mozilla.org/mozilla-beta/source/netwerk/mime/nsIMIMEService.idl

AFAICT, that hasn't been changed recently.