BigCommerce does not update an order to Completed status if the customers do not reach the Thank You page. If you have an issue with a lot of incomplete orders using PayPal Website Payments Standard, then please run through the following steps. It turns out that the Return URL has to be enabled on the PayPal side before it can work.
This is the return URL to use:
[xxxx] = your store's domain
Save the changes, and that should take care of it. Once the Return URL is turned on from the PayPal side it will auto return the client to the Thank You page in your BigCommerce store after the payment is complete, removing the need to 'click' on the link back to the store.