Hi,
If you don't add the "address" and/or "login" views in your checkout workflow, it's normal that HikaShop doesn't capture it and add it to the order since that's the goal of these two views.
Regarding PayPal capturing the address, you have two options in the options screen of the PayPal payment method to tell PayPal if it should capture or not the address on its end. Then, it happens on PayPal's end and HikaShop is not involved with the address entered by the customer on PayPal's payment page.