Hard to tell. The log is saying exactly why it didn't store the order: it couldn't find any customer's checkout that was sent to PayPal and still waiting for an IPN to be matched up to it. Thus it has nothing it needs to do.
If that is happening to you on EVERY order, then yes you've got something wrong with your system, or you're purging the stored paypal-sessions data which it uses to do matching (you'd have to do that by manually editing data in phpMyAdmin, or by using an addon that purges that info).
No, a "sale" shouldn't operate any differently in EC vs IPN.



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