This is something that was available in Design Capture doing a right-click and selecting view PCB flatnetname, although not in a PDF. (The eventual netname would be the one highest up in the hierarchy, e.g. "IO1" in the lower level schematic could have flat netname "Tamper Switch" in the PCB).
There is a DxDesigner good idea about this here (I suggest that you give it an upvote!):