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It has been this way for over 6 months. Paypal is not exactly motivated to fix it.
Workaround is to click "Classic view of transaction details" at the bottom of the page, there you will find a link to create a shipping label.
Hopefully they will fix it before the Classic view goes away. But don't count on it.
Give https://www.pirateship.com/ a try. I'm so glad I found them. They have tons of great features for shipping, including importing and creating batch payments. I don't use the reports but they have so many features that I bet they have what you need. Please check them out. Plus, they are TOTALLY FREE TO USE!!!
p.s. I am not affiliated with them. I am just trying to get the word out for those like me that got mad that PayPal changed their multi order shipping process. If you like pirate ship, please pass the word around. Great people to work with