When does M2.4 insert order in order admin if using PayPal Standard?

When I click on 'Place Order' from M2 checkout using PayPal Standard and I am taken to PayPal to pay.  Then I decide to not buy, so I leave the PayPal Payment page. 

NO order is inserted... on M1 it would be. Using another payment processor it would be on M2.4

Why would this happen?  Could there be something in the configuration I have missed?

many thanks

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