PAYMENT.CAPTURE.COMPLETED webhook received, but capture is actually PENDING

[gtg2]

Hello,
I have a backend integration with paypal for my shop and I've started receiving those types of webhook events:

{
  "event_version": "1.0",
  "summary": "Payment completed for $ 36.0 USD",
  "event_type": "PAYMENT.CAPTURE.COMPLETED",
  "create_time": "XXXXXXXXXXXXXXXXXXXX",
  "resource": {
    "amount": {
      "value": "36.00",
      "currency_code": "USD"
    },
    "seller_protection": {
      "dispute_categories": [
        "ITEM_NOT_RECEIVED",
        "UNAUTHORIZED_TRANSACTION"
      ],
      "status": "ELIGIBLE"
    },
    "supplementary_data": {
      "related_ids": {
        "order_id": "XXXXXXXXXXXXXXXXX"
      }
    },
    "update_time": "XXXXXXXXXXXXXXXXXXXX",
    "create_time": "XXXXXXXXXXXXXXXXXXXX",
    "final_capture": true,
    "custom_id": "XXXXXXXXXXX",
    "links": [
      {
        "rel": "self",
        "method": "GET",
        "href": "https://api.paypal.com/v2/payments/captures/XXXXXXXXXXXXXXXXX"
      },
      {
        "rel": "refund",
        "method": "POST",
        "href": "https://api.paypal.com/v2/payments/captures/XXXXXXXXXXXXXXXXX/refund"
      },
      {
        "rel": "up",
        "method": "GET",
        "href": "https://api.paypal.com/v2/checkout/orders/XXXXXXXXXXXXXXXXX"
      }
    ],
    "id": "XXXXXXXXXXXXXXXXX",
    "status": "PENDING",
    "status_details": {
      "reason": "PENDING_REVIEW"
    },
  },
  "resource_type": "capture",
  "links": [
    {
      "rel": "self",
      "method": "GET",
      "href": "https://api.paypal.com/v1/notifications/webhooks-events/WH-XXXXXXXXXXXXXXXXX-XXXXXXXXXXXXXXXXX"
    },
    {
      "rel": "resend",
      "method": "POST",
      "href": "https://api.paypal.com/v1/notifications/webhooks-events/WH-XXXXXXXXXXXXXXXXX-XXXXXXXXXXXXXXXXX/resend"
    }
  ],
  "id": "WH-XXXXXXXXXXXXXXXXX-XXXXXXXXXXXXXXXXX",
  "resource_version": "2.0",
  "transaction": {
    "id": "WH-XXXXXXXXXXXXXXXXX-XXXXXXXXXXXXXXXXX"
  }
}

Note that even though the webhook event is PAYMENT.CAPTURE.COMPLETED, the actual capture status is PENDING, with reason PENDING_REVIEW.
My expectation is that when PAYMENT.CAPTURE.COMPLETED webhook is received the capture is completed and the money are in the payee's account, but looks like that's not the case.

Is that behaviour expected and what do I miss?