ive the same problem.
When i had the iOS 8.4.1 in my iPhone 6 Plus, i did backup every week in my iTunes. When i click the backup button, itunes asked me for backup my apps, and later i can see the backup and the apps in iTunes. But everything change after install the iOS 9 in my iPhone. Now when i click the backup buttom, iTunes dont ask about the backup apps. Just "backup", but im not sure, because, when i go to the apps area, i cant see the last installed apps in my iphone, and was supposted to backup it in the iTunes. I called Apple Technical Support, but the dont help. I need to backup again iPhone.
For example. If i restore my iPhone, and then restore from the backup, the apps dont install to the iphone. Its a nightmare. But if downgrade to iOS 8.4.1. I can do it again perfectly.
So thats means its something with the iOS 9 and iTunes. BTW ive the new iTunes update 12.3 in my Mac.
HELP ME!!!!
iTunes won't backup my iPhone Apps, after iOS 9