I was quite surprised this wasn't already a feature. I spoke to support, and they have told me as such
Basically, the idea is that when you are importing "purchases" from PayPal into your account, you get the option to CREATE a new purchase, but not assign it to an existing one!
I use Receipt Bank to manage all of my invoices (and they push them into KashFlow). What I need is a way to associate the imported purchases to an existing purchase (not create a new one).