Why can't I see Bookmarks added from Preview?
Bookmarks added in Preview are specific to the Preview application. Bookmarks added from Preview will not be visible in either Adobe products, PDFpen, PDFpenPro, or most other PDF applications.
Both PDFpen and PDFpenPro will allow you to add and delete "bookmarks"—placeholders for easy navigation—to your documents. However, PDFpenPro has the advanced capability to enable you to edit the names of the bookmarks added. Bookmarks added in PDFpen/Pro are visible in Preview, Adobe, and other PDF applications.
See "What is the difference between Bookmarks and Table of Contents in a PDF?" for further details.