That's too bad Cia, it's really a great program and works pretty slick. I'm not sure what your testers are thinking about, but Return to Shop to me always means go back to the page you just left. If you're seeing that window asking you if you want to Return to Shop that means you just came from the Cart page, that's the extremely logical place it should take you back to.
I understand you are thinking, yes, we're already in the shop, but truly you are kind of already heading out of the shop when you get that window as it's already in the interface to start into Paypal at that point and is already loading the scripts for that at that point, so in reality you really aren't totally still in the shop, you're in the entrance way to the PayPal site.
If that's a deal breaker well then that's pretty picky and to be totally honest, you're the first person in 3 years to ever even ask about that. No offense, but I think you're over thinking it as Scott said earlier. It's a simple little button. Does exactly what it says, takes you back where you left off. That's what most shops do when you click a button in a window that opens.
I think what you're thinking of is when you see a link on the cart page that says Continue to Shop etc. Then you are on the cart page, and then it wouldn't make sense to go back to the cart page as you're already on it. In this case you're in a popup window, no longer really on the cart page, but in transition out of the shop.
Hopefully that makes more sense to you and if that still is a deal breaker for you then I'm sorry to see you go, but I'm not sorry that button does what it does, it's doing exactly as intended