Getting email saying "PayPal Instant Payment Notification Warning"

Hello. I am using the Membership plugin with the PayPal Express Gateway in production. After a few users purchased membership to my website, I received an email from PayPal saying this:

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Subject: PayPal Instant Payment Notification Warning
Email Body:
Please check your server that handles PayPal Instant Payment Notifications (IPN). IPNs sent to the following URL(s) are failing: http://mydomain.com/paymentreturn/paypalexpress

If you do not recognize this URL, you may be using a service provider that is using IPN on your behalf. Please contact your service provider with the above information. If this problem continues, IPNs may be disabled for your account.
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I used "mydomain.com" in this post to hide my real domain since I am still testing it. When I go to the above page (using my domain name), I get this:

Error: Missing POST variables. Identification is not possible.

I don't recall creating a page "paymentreturn/paypalexpress". I assume the Membership plugin automatically created such a page?

PayPal told me the reason I keep getting the IPN warning emails is because the URL they are using for the IPN doesn't work. And after going to the URL and seeing "Error: Missing POST variables. Identification is not possible." I assume something is wrong.

PayPal said they can disable IPN and then I won't receive the IPNs and won't receive that warning email from them, but I do want to receive the IPN's. PayPal said all I need to do is either fix the issue with the "paymentreturn/paypalexpress" URL, or provide them a working URL.

Can someone help? Thank you!