On some versions of magento when you use PayPal Express the billing address is not populated when the information is returned from PayPal. This can definately cause problems, especially with custom software that requires the billing address.
This is definately a bug and is down to the field mappings in the code for the PayPal Express Extension when it receives the information back from PayPal. This was present in Magento 1.4.x but might of been fixed in newer versions.

stackoverflow.com/questions/10820055/get-full-billing-addres...
The paypal module tries to map the billing information that is returned (usually nothing) from Paypal over the billing information entered by the user during the checkout process. I've fond the code that does this in NVP.php model.
This thread ...

stackoverflow.com/questions/3306769/magento-1-4-paypal-bug
i try to get the paypal payment run in my magento 1.4 but there is a serious problem with the workflow. after i select paypal and get routed to the paypal account to send the money you normally come back automatically into the magento shop to finish th ...