GetOrders currently only emits the shipping address that is associated to the Order on checkout (<Order><CheckoutStatus><Status>Complete</Order></CheckoutStatus></Status>). If the Buyer has not completed eBay Checkout which is indicated in GetOrders as : <Order><CheckoutStatus><Status>Incomplete</Order></CheckoutStatus></Status> for the Order in question, an empty ShippingAddress is reported in GetOrders API response showing above.
Q. My seller received a new order paid with paypal but the buyer's address is still not provided in the GetOrders call and CheckoutStatus is Incomplete.
A.This may happen if the buyer never completed the eBay checkout session for the order in question. It might be the buyer was only going upto Review Your Purchase page page but not continuing from there, and later paid the Order in PayPal directly. As a result, the seller needs to contact the buyer in order to get the shipping address.
A.Why a non-empty shipping address is returned in GetOrders response for other checkout incomplete orders.
B. Here are the two reasons why an Order has shipping address associated, but it is checkout Incomplete :
a. An order is fully refunded (during checkout it is associated with a shipping address)
b. Seller sent a invoice(during the send invoice flow a address is associated)