Email authentication allows PayPal to clearly identify its emails to email providers, such as Yahoo! Mail. This helps email providers distinguish legitimate PayPal emails from those that are from fraudulent sources.
What can I do to ensure a forwarded PayPal email will reach my mailbox?
If your PayPal email is forwarded to another email address, then you may need to update your PayPal account. The address you use for your PayPal account should match your final email address.
For example, if your PayPal account address is set to firstname.lastname@example.org and email from that account is forwarded to a Yahoo! Mail account (email@example.com), you must update your PayPal account to reflect the final mailbox destination (firstname.lastname@example.org). You can update your PayPal email by clicking here: https://www.paypal.com/cgi-bin/webscr?cmd=_profile-email