The most likely explanation as to why you have to log into PayPal manually in order to pay for the items you've purchased, despite your eBay and PayPal accounts being linked, is because eBay are currently in the process of phasing out PayPal and replacing it with eBay Managed Payments. Whenever I've purchased from sellers who have been moved over to eBay Managed Payments I've had to log into PayPal manually in order to make the payment, and once I get back to the My eBay page the item often shows an hourglass symbol to indicate that the payment is currently being processed, which eventually turns into a black £ symbol and says "Paid" if you hover over it. However, it is currently only business sellers that have been affected, although eBay's long term objective is to switch everybody over to eBay Managed Payments, regardless of whether they are business or private sellers.
In comparison to the above, whenever I've purchased items from private sellers, or from business sellers who have not yet been moved over to eBay Managed Payments, the payment always goes through straightaway, and without having to log into PayPal manually. Once the item has been paid for the £ sign then shows up in black, with "Paid on..." followed by the date of payment.
If the above explanation seems to match what you are currently experiencing then it's likely that the reason why you are having to log into PayPal manually in order to pay for goods purchased on eBay is due to eBay's Managed Payments. The problem never existed before eBay tried to introduce eBay Managed Payments, so I'd say that the problem is down to eBay Managed Payments, especially as eBay seem to have a tendency to get rid of anything that works well on the site and replace it with something that doesn't work as well as the old system that's been discontinued.
