We are using the Paypal IPN module.
We just noticed this problem last week and it happened all of a sudden. No any changes or anything to the store in awhile, so it started for no reason. Whenever someone checks-out their order and goes to pay and selects Paypal, we get the payment through Paypal but for some reason it DOES NOT include shipping.
Looking for the person who can fix this bug. If the problem on PayPal's side, please offer the solution to overcome the issue. Project will be considered completed once we get functional PayPal checkout system running without any problems.