Since the PDF opens in Preview is the problem then that Preview always takes you to the first page? In that case the behavior would appear to be understandable, if unfortunate. Books sees that it has to open a PDF file with Preview. It has no way of knowing where, exactly, you were in reading the PDF. Preview is a separate app so once it launches Books has no knowledge of what it is doing. So it always starts at the beginning.
You could fine an enhancement request.
Addenda: opening a .pdf document with preview from the finder does seem to remember the location. Not sure where this location information is stored and why Books seems not able to use it when using Preview.