Hi,
The shipping costs will only be included if you already went through its selection on the checkout.
You can try to change the "send order details" setting of the PayPal Express Checkout payment method and see if that helps.
But it kind of defeats the purpose of the Express Checkout system of PayPal whose goal is to skip the checkout of your website. If you go through the regular checkout before going to PayPal, then there is no point in using Express Checkout. You should use PayPal Advanced or PayPal standard.