At this time all purchases must be downloaded to your computer to clear them out of the download queue. There is no way around this.
You really should be downloading and backing up your purchases, though. Since Apple does not own the copyrights to the content they sell the copyright owners can remove items from the store at any time. If/when this happens you will then lose access to your purchased items. By downloading them you will not lose access to them if the items are removed from the store.