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Why is the shipping information missing in the SoldReport?
There may be orders that are not surfacing the shipping information in the SoldReport
The behavior you might of "missing shipping details" in the SoldReport could be expected. Let me explain further. If an order is paid for using bank transfers, money orders, and etc, eBay has no insight as to when the item is actually paid for. It is up to the seller to mark the item as "paid". Once the item gets marked as paid, that is when you see the address and shipping informtion actually surface in the SoldReport.
Now, the reason the address isn't showing up after checkout is completed, is we actually had numerous complaints in the past about the address showing up, sellers would fulfill the order and ship, and then the payment was never received. So we thought it better to NOT show the address forcing the seller to do some work manually....as they have to any ways to receive the payment.
NOTE - GetOrders will always show the shipping information for an order, http://developer.ebay.com/DevZone/XML/docs/Reference/eBay/GetOrders.html
SoldReport - http://developer.ebay.com/DevZone/merchant-data/CallRef/SoldReport.html