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This is something related to your settings in your Paypal account. Please check the Auto Return function. I believe it is not quite possible to auto redirect to your thank you page you setup in your Form, this is because Paypal tries to stop the process flow and gives you a "Return To" link instead.
However, you can try enabling the "Auto Return" option.
You'll need to then setup a generic Return URL with the thank you message, probably a separate web page rather than the thank you message in your JotForm.
I hope that helps.