That is very strange. Obviously there is something I don't get.
I have the same problem with 2 other stores that never connected to PayPal. Both of those had been build using eCart 5. There I just found out that if the PayPal credentials (Username, Password, Signature) are NOT included - the site connects to PayPal (but of course does not complete the transaction) but once those credentials are included = I have the same problem. The page goes directly to the failure page.
That's frustrating - I guess I have to dig a little deeper and for now will disable the option for PayPal for eCart.