Hyperlink NavigateUri in a TextBloick - tapping doesn't do anything?

I'm using the Hyperlink in a TextBlock that got added in Windows 8.1:

<TextBlock Style="{StaticResource BodyTextBlockStyle}" Padding="0,12,0,0">
                To help you use the app,
                <Hyperlink NavigateUri="ms-appx:///Assets/UserGuide.pdf" > a user guide is available.</Hyperlink>
</TextBlock>

However, tapping on the link when displayed in the app doesn't result in anything happening. I've got other uses of Hyperlink including a straightforward HTTP URL and a mailto: URL. These don't do anything either.

What am I misunderstanding?

Thanks.