Whether they have it or not is moot. They may indeed have it. But whether they got it from Paypal or another data service provider is irrelevant.
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They need you to give it to them; and by doing so, you agree to MP terms:
"You authorize us and our Affiliates to check information you provide to us, including by verifying the existence of your bank account and obtaining reports from, or comparing your information to, third-party sources. Such third-party sources may include without limitation, banks, credit agencies, data brokers, and other service providers."
"We may use third-party payment services providers to assist us in providing Managed Payments (such as companies that process payments and disburse settlements, perform risk assessments or compliance checks, verify identity, or validate payment or settlement methods), and we may process your data and transfer it to these third parties. You hereby explicitly consent to: our use of such third-party service providers, the outsourcing of services to them, and the related transfer and processing of data. Where applicable so we can provide you with Managed Payments, you hereby waive any professional secrecy rights. Regardless of whether we use third-party service providers, the appropriate eBay Payment Entity remains responsible to you for the performance of the services contemplated under these Payments Terms of Use."
