Canceling Subscription in PayPal Doesn't Cancel or Revoke Role Given Upon Subscription

I set up a Subscription in the Subscription Manager and set up a 1 day subscription for $1 so I could test it.

Under "Step Three: Access & Permissions", I set "subscriber" for "Granted on purchase", and "subscriber" for "Revoked on expiration".

I placed an order for the subscription and it went through fine, including setting up the recurring billing in PayPal. The "subscriber" role was granted, as expected. I waited one day, and was charged again, and the order showed up in my Drupal site. I then cancelled my billing with PayPal, and the status shows up as "cancelled" on my site.

The "subscriber" role wasn't revoked.

I waited 1 more day, because I figured it would revoke after 1 day since that's how long the membership was for, but it still didn't. 2 days later and the "subscriber" role is still active.

What am I doing wrong?

On top of that, there are notifications within Conditional Actions for this module, but they don't seem to be firing at all. I never got renewal notifications, or even an initial "role granted" email, although it exists under Conditional Actions and is enabled.

I noticed if I create a product in the Subscription manager, then go in to edit that node, there is no "Role" feature added, just "Recurring Fee".

If I create a Recurring Subscription product from the Create Content area, I can add a the Recurring Fee feature myself, then add a Role feature to go along with it. Do I need to forget about the Subscription Manager area and just create a Recurring Subscription from scratch, then add the Recurring Fee and Role Features manually?

What's the deal?