Normally, PayPal does not notify our system about an order until they have actually completed the buyer's payment, which in the case of an eCheck could take several days after checkout to clear, so that's when we would send the buyer a thank-you email with the link to their thank-you/download page.
If you wish, you can override that and have PayPal notify our system as soon as every buyer completes checkout, regardless of their eventual payment status. This setting is in your Seller Admin > Payment Preferences > "Wait for pending payments..." (this setting is checked by default for all new accounts).
