I have enabled auto returned in my profile. In the FAQ at https://www.paypal.com/us/smarthelp/article/how-do-i-use-paypal%27s-auto-return-feature-to-redirect-... it states: "If you've enabled Auto Return and have also enabled PayPal Account Optional for new users, a new user won't be automatically redirected back to your website, but will have the option to return." So, does this mean that auto return only works for buyers that use an existing PayPal account but not for buyers that either create a new account or use a credit card for that transaction will not get auto returned?
If a customer has a PayPal account and pays through their account and completes the checkout process, they are automatically returned to your web site. If they pay as a guest, PayPal will provide them the opportunity to open a PayPal Account or they have the option to click on a link to return to your web site. It's not possible to force someone to click on that link so it is possible that some customers won't return to your site. This is by design - PayPal's goal is to attract new customers and providing the opportunity to open a PayPal account after paying is one way to do this.
If you want to control the customer checkout experience and keep your customer on your web site through the checkout process, then you need to switch from Payments Standard to Payments Pro. Pro does require some programming skills as it is a few levels above Payments Standard. There is also a monthly fee in addition to the transaction processing fees. You should also be aware of the PCI requirements for collecting your customer's credit card details. Pro does have it's advantages and is used by many developers.