This is because you didn't set the content type property of the blob (the default is application/octet-stream, which triggers a download in most browsers). If you want PDF files to show correctly you'll need to change the content type of your PDF files to application/pdf (image/jpeg for jpeg files).
You can change the content type with common tools like Azure Storage Explorer, Cloud Storage Studio, CloudBerry, CloudXplorer, ... or by using the SDK. Note that some of these tools will automatically set the content type to the right one after uploading the file.
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