PayPal not passing ship-to address

I just had an irate customer call because we shipped to the wrong address. They changed their ship-to address in PayPal, paid with a PayPal Instant payment, and the PayPal address did not pass back to the shopping cart. So, the Ship-to address is the one they had in our system, not the one they entered in PayPal.

Is it just our system that this happens with? How is it supposed to work?

Right now I need to put some kind of warning on our site to tell people that if they change their PayPal address we don’t see them but I am not sure where to put this right now.

Thanks in advance.