Update: The following comment is outdated as PayPal have now changed this. Auto redirect is required to enable PDT feature in PayPal.
When “Auto Redirect” is turned on PayPal does not post the data needed by the eStore to display the links on the “Post Payment/Thank You Page”. PayPal only sends this information when the “Return to Merchant button or link is clicked. Remember the eStore will never display or send out the links if the sale can not be fully verified.