I am not able to reproduce this problem. I ran a checkout through PayPal Express Checkout, but I did not log in to PayPal. I entered a credit card directly into the form on the Express Checkout page. The order was added to WooCommerce as Processing, as expected.
I’ll need more info to try and reproduce this because I am not getting the experience you describe. I have not had any other reports about this either.
Can you try disabling other plugins to see if that resolves the issue? If so, then you could re-enable each one until the problem comes back and then we’d know the culprit.
Of course, it would be advised to such testing on a staging copy of your site so that you can work in the PayPal sandbox and disable plugins without affecting your live site.