When you make a purchase through PayPal - the merchant will get your email address in the process - this is by design. The PayPal system is based on email addresses - that's what connects everything together. The merchant needs the email address to communicate with you. If you don't want to receive emails from the merchants, then you need to contact them and request that your address is removed from their mailing lists.
Also note, this is not just PayPal - if you purchase online from anyone - they will now have your email address.
