So what I had to do was to go through the purchase sequence on a website that supports PayPal checkout, short of actually making a purchase. The part where I had to take action was the pop-up dialogue from paypal.com with the "Ship to" and "Pay with" and "Pay later" headings and "Continue" button. I had to click on "Change" right underneath the old address in the "Ship to" heading, select the correct shipping address from the drop-down (note: evidently the drop-down has every shipping address I have ever used listed), and -- here is the important part -- checkmark the box "Make this my preferred shipping address" and click on the Continue button. After doing this, I was shown the order review page on the ecommerce website I was doing this on -- I hit cancel. Then, I repeated this process this confirm that PayPal remembered the change in 'preferred address', and it did.
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