Here is my new setting in Paypal Express, and still paypal selection in checkout page does not navigate customers to paypal page:

Enable this Payment Module: True
Sort order of display: 0
Payment Zone: none
Express Checkout Shortcut Button: Off
Set Order Status: Processing [2]
Set Unpaid Order Status: Pending [1]
Set Refund Order Status: Pending [1]
Express Checkout: Require Confirmed Address: Yes
Express Checkout: Select Cheapest Shipping Automatically: No
Express Checkout: Skip Payment Page: No
Express Checkout: Automatic Account Creation: No
Payment Action: Final Sale
Transaction Currency: Only USD
Store (Brand) Name at PayPal: blankAllow eCheck?:Instant Only
PayPal Page Style: Primary
PayPal Mode: PayPal
Live or Sandbox: live
Debug Mode: Log File