It is on our schedule to build an embedded PDF reader into our Windows app, but for now, PDFs will open in the default PDF viewer installed on the Surface.
If the appearance/load time of Acrobat or Windows Reader is dissatisfying, consider installing a different PDF reader and making it the default (via Control Panel > Programs > Default Programs > Set Default Programs).
Additionally, if the fact that it's a different app & not native Showcase is dissatisfying, you may find that the experience improves when you use a gesture to switch between apps. On the Surface Pro you can switch between apps relatively quickly by doing a short swipe from the very left edge. This will 'explode out' all currently open apps, and you can tap on the one you want to go back to (e.g. Showcase). Or, if you have the little black toolbar visible down the bottom, you can hit the 'back' arrow to go back to the previous app.