Turns out this is a known problem which will hopefully be fixed in future updated. Here is the email I got:
The Embedded Board Array is not currently supported by the 3D PDF feature. There is a feature request ticket with the Development Team requesting that this issue be investigated and resolved at the earliest opportunity.
One possible workaround would be to use a pseudo panel for the 3D PDF output, create a copy of the panel geometry, then export the original PCB as a STEP, then place a 3D Body in the pseudo panel and embed the exported STEP.