Submitting a message to Merchant Technical Support at revealed that I had made two careless errors: in ZenCart I configured my paypal email address to be something that didn't exist among email addresses configured in my PayPal account. I though it was there, but it wasn't even if it HAD been there, it would not have been my "primary" address in PP. So I created it, and made it the Primary, and now the problem is solved. Customers can checkout as a PayPal "guest", using just their credit card number, without being forced to create a PayPal account.