Hmm... I too would like to be able to set paypal to collect the buyers address. It does so when we sell physical goods through paypal, but there does not seem to be a way to set it when working with Ejunkie.
when a customer buys digital goods, could you not mail out a physical licence/receipt for the software/digital product? Send this by registered mail, obtaining a tracking number.
The sale would be for the physical 'licence' not the digital product packaged with it.
Would have to run this past legals though first. so only proposed theoretically.