Here is how you can set it so that web orders require a phone number:
1) Log into your PayPal account and go to your Profile.
2) Click to go to Profile & Settings.
3) On the left, click on My Selling Tools.
4) In the options that come up on the right, find Website Preferences and click the Update link.
5) The second section from the bottom is about phone number. You'll want the middle option to have the Phone Number field 'On' and set as a required field.