Hi,
The order needs to be created on the last step of the checkout. For example, if you have the payment method "check" or "bank transfer", you have to create the order entry at the end of the checkout. Also, paypal do not always validate instantaneously the orders. Sometimes, users payment is freezed for 1 week before paypal validates the payment. In such cases, you want to send an email you order CREATION notification. Then, when the payment is completed, another email is sent to notify the user that his order is complete.
Also, in commercial editions of HikaShop, there is now the possibility for the user to pay later on via the listing of his orders on the front end. For example, suppose that while on paypal, the users mistakenly closed his browser or that his computer crashed or that his payment is refused later on if he paid by e-check or wire transfer and that the funds had to be frozen for a week but that in the mean time, the bank asked the money back for whatever reason ( yes, that happens ). He would be able to go again to the paypal payment screen for his order, without having to redo the whole process again. For such cases as well, you want to create the order before sending the user to paypal.
So it's not a bug