Thanks Ray. This article was indeed helpful in getting me to the proper settings in PayPal to collect a phone number. However, it's still not being passed back to our database.
I'm also a bit confused as to why the shipping info form on our Checkout page collects (and requires) both phone number and e-mail address - yet those fields are not passed to PayPal with the rest of the address info. Thus, the customer has to enter that info twice.
We also have a custom field (OrderShipMethod - which I mentioned earlier) that is being passed to PayPal and back to our database with no settings adjusted at all at Paypal.
Sorry for my ignorance in all this, but the better I can understand the process, the easier it will be for me to troubleshoot or customize in the future.