I've just made a couple of purchases off the web (an aux power socket for the Bonnie from Jack Lilley and a splitter from eBay so that I can charge the phone and use the satnav without the yards of wiring and dodgy connectors that I have to use at the moment). I paid for both with Paypal. You have to log in to Paypal in order to pay. In each case, I completed the purchase and logged out of the site before closing the page. In each case, I then went to the main Paypal page to find that, as far as Paypal was concerned, I was still logged in. I had to log out of the Paypal site from there.
As far as I can see, this means that if you use Paypal for a purchase and close the merchant's page, Paypal still thinks you are logged in, as there is no mechanism for logging out of Paypal when you do so.
I don't know enough about the system to know whether this is a concern or not, but I'm not very happy with it. It feels like leaving a door open somewhere. In future I will always check on the main Paypal page after I have purchased something, and log out if necessary. Unless anyone who knows more than I do can tell me that I am wasting my time.