Linking to a bookmark inside a drop-down head (<MadCap:dropDownHead>) only sets the focus on the head (dotted border all around), but does not expand the drop-down!
You must move the bookmark to the body instead (<MadCap:dropDownBody>), which will allow the hyperlink to expand the drop-down. (In the UI, simply drag and drop the bookmark from the head to the body.)
Good luck,
Leon