The most common reason is incorrectly configured information. Check that you are correctly sending all the necessary information in your payment request, both the shopper and the shipping information:
shopperName.firstName
shopperName.lastName
deliveryAddress.city
deliveryAddress.country
deliveryAddress.stateOrProvince
deliveryAddress.postalCode
deliveryAddress.houseNumberOrName
deliveryAddress.deliveryAddressType
If this does not solve the problem, it could be that PayPal Seller Protection is not enabled on our end. In this case, please submit a request so our Support team can enable it for you.