Can't transfer purchases from iPhone to iTunes in iOS 9
Actually, this is not a problem.
Transferring purchases from devices with iOS 9 has been disabled by Apple. This is the response they gave to submitted bug reports regarding this issue:


  Apple Developer Relations 18-Sep-2015 02:51 PM
  
  This issue behaves as intended based on the following: Apps are no
  longer transferred from iOS 9 devices. We are now closing this bug
  report. If you have questions about the resolution, or if this is
  still a critical issue for you, then please update your bug report
  with that information.


As NetherLinks explained in the comments, it's because of the App Thinning feature Apple introduced in iOS 9. Basically, a different version of each app is downloaded on each device. So, apps downloaded on an iPhone cannot be used on an iPad. See image below taken from App Thinning page in iOS Developer Library.