Membership Pro - User not added


I have setup 3 memberships plans.

When a non logged in user signs up for the free plan, he goes through the registration and then he is all set, he is created both as user and a member in the plugin.

Now i tried again with a non logged in user to buy a GOLD membership. I have setup Paypal to run in sandbox enviroment so i dont actually pay.
He goes through the same process with registration, but the payment is pending. In the wordpress dashboard i can see that the user is created under Users, but not created in the membership pro plugin. I mannually go in and change the payment from Pending to completed.
But the user is still not created in the plugin.
Please see screenshots