Usual suspect: the payment method is onsite and you were paid offsite.
If BL has to collect taxes on the order, you’ll need to refund and ask the buyer
to pay onsite, using the button on BrickLink / on the invoice.
Otherwise, it’s tax evasion: https://www.bricklink.com/message.asp?ID=1401495
If there’s no taxes, you’ll need to change the payment method first.
Also, I’d remove the “pay to PayPal address …” note for Onsite. That’ll prevent
buyers from thinking they can pay you offsite. Replace it with “pay on BrickLink”
/ “use the Pay button.”