Sellers are prohibited by ebay's User Agreement from adding you as a buyer without your expressed consent to their emailed* ad programs such as newsletters or sales flyers that come directly from the seller as opposed to through ebay's seller support program which allows them to do so.
If this is the type of thing to which you are referring, you can call ebay Customer Service to report this unauthorized use of your personal information. If the seller simply emailed you to say, "Thanks!" then I would not suggest this is the type of violation ebay seeks to correct. But, neither ebay sellers or other paypal users are absolutely not allowed to send you their outside-ebay.off-paypal spam for things pertaining to a website they operate. It's a violation of the privacy agreement. You are not a seller's customer, as an ebay user, your data belongs to ebay.
* Notices of shipment and/or tracking through Shippo (the ebay-authorized postage-provider) may look odd at first but that's another ebay-sanctioned association, not some wildcard company the seller has signed you up to hear about.
