When iTunes encounters purchased items on your iPhone, iPod, or iPad that aren't in your library, it offers you the option of transferring those purchases back to your computer. At some point in your life, you agreed to do that. Unfortunately, you also probably checked that little box that says "Do not ask me again," which is why you're encountering the behavior you've noticed.
So how do you undo a previous "Do not ask me again?" It's simpler than you might think. If you've asked iTunes to stop showing a warning message and then later change your mind, you can reset that choice. Resetting warnings "undoes" the choice you made from "Do not ask me again."
- For devices: Go to the affected device in your iTunes Sources list (that's the leftmost gray column) and right-click (alternatively use Ctrl-Click for a one-button mouse) the device name. Choose Reset Warnings from the contextual pop-up. This resets warnings related to transferring purchases and other device-specific issues.
- For general iTunes options: Navigate to iTunes > Preferences (or press Command-,) and choose the Advanced tab. Locate the Reset warnings button next to the phrase "Reset all dialog warnings". Click it, and then click OK. This affects warnings like "Can't find song" or "Really delete playlist" alerts.
- For the iTunes store: Sign into your account (Store > Sign in), view your account (Store > View My Account), and then click the Reset Warnings button on the iTunes Store account page. This resets all warnings related to buying items on iTunes, like asking you for confirmation before proceeding with a purchase.
After resetting your device warnings, eject your device, delete those tenacious applications from iTunes and once again connect your device. When iTunes asks whether you want to transfer your purchases or not, choose not to. The applications will be deleted from your unit during the sync process.