About a year ago, I had trouble with PayPal notifying our website when a user had completed a payment on an event they had RSVP'd for. Here is a link to the thread where this was discussed: https://premium.wpmudev.org/forums/topic/paypal-events-attendance-payment
The resolution was to make sure that the email address in the configuration page exactly matched the primary email address of the paypal account, including capitalization.
We recently upgraded to Membership 2 and installed the latest updates to the Events module, and are again experiencing this problem. I have double- and triple-checked the capitalization of the email address in the settings, and the problem persists.