According to the sources, mthelp/texdoc looks for documentation files in the following order by default:
.chm;.html;.dvi;.pdf;.ps;.txt. So if it finds a DVI file, it's preferred over the PDF variant.
It's possible to override the configuration by adding the registry key
HKEY_CURRENT_USER\Software\MiKTeX.org\MiKTeX\2.9\mthelp\DocExtensions and assign the desired format sequence to it, e.g.
.chm;.html;.pdf;.dvi;.ps;.txt. Now, PDF docs should be preferred over DVI if available.
The registry key can easily be added/changed using the
reg command on the command-line:
reg add HKCU\Software\MiKTeX.org\MiKTeX\2.9\mthelp /v DocExtensions /d ".chm;.html;.p
As noted by Speravir in the comment below, the texdoc executable (just a duplicate of mthelp) looks for the DocExtensions entry in registry key
HKEY_CURRENT_USER\Software\MiKTeX.org\MiKTeX\2.9\texdoc and doesn't use the mthelp settings. Thus, it's possible to define different lookup sequences for both utilities. In order to assign the value, the above call of
reg.exe must be altered to
reg add HKCU\Software\MiKTeX.org\MiKTeX\2.9\texdoc /v DocExtensions /d ".chm;.html;.p