Some merchants use carts that save shipping information separately, to use instead of the primary address on the PayPal account. In situations where you return to the same merchant, that information may be associated with your checkout as a hidden address. Contacting customer support can usually help, as they can clear out any hidden addresses retained by these sites in the PayPal profile.
In some cases however, if the merchant site asked you to sign up with them, they may also be retaining the information in a profile that only they have access to, in which case you may have to modify the information on the merchant site.
