so I also had this issue with a client of mine.
I don't know if it's the same case as you guys, but I did a test order on my credit card and the order went through, billed to paypal and forwarded a receipt to the buyer and purchaser.
We realized that you can add items to the cart, go through with the order (add billing address) but then decide not to log in to paypal to pay, the site will register this as an order that is pending but won't send a receipt via email since the order was not fully completed and is waiting for a sort of payment...
hopefully that's all there is to it.
* also my client reimbursed me and the status of my order automatically switched to refund. So that means that should the purchaser decide to pay, in theory, it should switch from pending to processing/completed