When you deal out of ebay, you can't have the benefit of the "buyer's protection" that allows you to get fully refunded if you start a dispute and paypal determines you have been scammed in any way (I skip the details of all the procedure).
You have a refund from paypal even if the seller has taken the money out of his paypal account. Paypal will then deal with the seller to get the money back.
When you don't deal on ebay, this protection is more limited, if i'm right, if you start a dispute, paypal will lock the seller's account, so if he has money on it, the seller will not be able to take it out of it until dispute is ended.
Paypal will only be able to refund you from the money the seller's has on his paypal account. So if he take it out, as soon as he receive it, like I do...paypal will not be able to refund you any money.
Paypal is more like a platform that allows you to pay for items/send money easily to somebody else and not some kind of warranty that assures you to be fully covered if you have been scammed.
But paypal has some partnership with ebay and stuff that allows you to have this warranty in case of a problem with the seller. But is more like an exception to the principle.