No, you should not be worried. I am tired of paypal fees myself and this bull crap amount of scammers on ebay who try to pay with unconfirmed addresses (I know its not all the people but there are more than there should be) and paypals retarded rules that people dont know about (such as that signature confirmation must be purchased on all packages over $200, I sold a set of games for about $400 with delivery confirmation and insurance but not signature confirmation, buyer admits to recieving package, files complaint later and gets their money back, such bs).
In short, no, its not a bad thing, just look at their feedback. as long as it is above 97.5 percent, you should be fine. most people see ebay as full of scammers, but, to be honest, there are more scamming BUYERS than sellers out there.