Refunds not integrated with PayPal

It looks like refunds aren't integrated with the 'PayPal for Payment' module. I have tried it both ways:
* Starting a refund request from within PayPal won't trigger/update the Payment module on the website to update its corresponding entry status.
* Starting a refund from the portal won't affect PayPal either.

Just to clarify: I have set the PayPal Express payment method to update the status to 'Refunded' whenever a refund operation is issued. It does work for me updating the status of a given transaction to 'Refunded' locally when I issue the request, but it simply won't affect the status of the corresponding transaction remotely on PayPal.