We seem to have to manually complete all PayPal transaction requests.

Is there a setting to make the payment automatic when the customer submits the order form?

When your users submit your form they are redirected to the PayPal payment page, once on the payment page the user may not complete the payment due to several reasons, he changed his mind, the page may be closed for any connection or another error; however, you may set up an IPN notification on your PayPal account so you're notified each time there is a successful payment on your form, this will also help you to avoid successful payments to be marked as incomplete: https://www.jotform.com/help/276-How-to-Enable-IPN-on-your-Paypal-Account 

Here's also another guide that may help you: https://www.jotform.com/help/272-Paypal-Incomplete-Payments-FAQ 

I would also recommend you to set up an incomplete payment notification, this way you know when someone leaves the page without submitting the payment. 

This guide will help you: https://www.jotform.com/help/273-How-to-Setup-Incomplete-Payment-Notification-Email 

Also, please note that manually completed payments will not charge the customer. 

I hope this helps.