PayPal Auto-Return w/o Clicking “Return to …”?
After a user makes the payment they are not automatically redirected to the Thanks page. They must click first the link "Return to..." , then they will see the page where it says redirecting, they are redirected within 10 seconds to the Thanks page. Should not this be automatically right after they hit the Pay Now button once they sign in and pay in PayPal account?
It sounds like you don't currently have Auto-Return enabled in your PayPal account. Please see the instructions here: WordPress Dashboard → s2Member → PayPal Options → PayPal PDT/Auto-Return Integration. The key to automatically redirecting the user is this section of your PayPal account.