Since I'm not on eBay 24/7 (it just seems that way) I don't really see this as a problem.
To my mind, it is more important to know that my customer has paid than that he has purchased. After all, we are not going to ship until we have the money.
Do you use the same email for both eBay and Paypal? I do on one of my accounts and find it confusing. Not always sure that I have one or two sales and not always sure who has paid.
I'd bring this to the eBay Wednesday discussion group with eBay staff.
But in the meantime, I would suggest making the PP notice the one you pay attention to.