Hello,
You just confirmed that the problem appears as Paypal is returning to Hikashop.
No, you misunderstood the analysis.
When the user come back to your Joomla website (Joomla and not HikaShop ; which is not loaded yet) ; there is no User details.
The Paypal plugin redirect the user to the Paypal website ; but what is happening in the Paypal website is not related to the Paypal plugin.
Joomla is an eco-system where you can have plenty components/plugins working in the same time.
You can have a plugin which refuse the cookies if the "referer" is not your website (to protected against phishing or else).
Please understand that, if the user is not seen as connected (no session) when Joomla made its initialisation ; HikaShop can't retrieve the session which is not there and not loaded.
The last HikaShop action in the checkout ; the user is still logged.
The moment HikaShop is loaded when the user "come back" ; there is no more session.
That is the current situation.
Regards,