I set up two simple levels and a visitor level and did some tests with Paypal express, it just can't work. Paypal recurring payment has been set successfully but not in the website backend.
If you login with the user who just sighed up, it shows "You do not currently have any subscriptions in place. You can sign up for a new subscription by selecting one below" and the admin show no subscription and membership level either.
Btw, I did some search in the community and does not help much.