Membership Plugin Not Setting Membership After PayPal Payment

I have some users which are able to successfully sign up via PayPal for a membership. The payment registers just fine, but their accounts are not being upgraded accordingly. Could you tell me how to fix this?

(For some reason the dropdown isn't showing Membership Pro. It's only showing WPMU DEV Dashboard for the "Select installed plugin" option. This post is about the Membership Pro plugin.)