If the customer cancels his payment from PayPal, an order is still created with pending status. Customers are not necessarily aware thay can still finalize the order and instead they will start a new cart (if your lucky)
You can now invite them to finalize the existing order, save the user some time and get closer to your sale.
I guess there is a miss understanding on the module target.
When a customer checks out, he may eventually confirm the order but will not complete PayPal payment.
From now on, customer has an order with 'Pending' status.
The module will simply list all user's pending orders.
By accessing this pending orders (order detail from core Virtuemart), customer can eventually finalize his order again depending on the Payment processor you use but this part is not impacted by the module.