Why would the paypal address be invalid soul? The buyer enters the delivery address in paypal as they go through checkout so it is more likely to be accurate than an address in ebay which they may have forgotten to change if they moved.

The PP address will be accurate 99% of the time but it doesn't hurt to provide a return address in cases like this (where there is a conflicting address), just on the odd 1% chance that it might be the wrong one. It's especially important because the buyer hasn't replied to confirm which is the right address.

Like thecatspjs said, the buyer may also not stop and look at their shipping address when completing checkout, as it can all be done very quickly in a few clicks without thinking.