I've been following several conversations on the "apps not syncing to iTunes with iOS 9 issue". Here is what I found from reading forums and spending countless hours trouble shooting.
1. If you back up your iOS device, it will create a back up or a "snapshot" of what apps you have, how they are organized and contain current app updates and app specific data.
2. You can restore from that back up but it will tell your device to download the app from the app store via your devices wifi. If wifi is not on, your apps will be grayed out until you connect your device to wifi. The idea behind this is to free up space on your computer's hard drive.
3. If you want the app file on your computer, you can go to the app store in iTunes and click on purchased. From there you may click download all or download apps individually. You can also update all apps as well.
This move by apple is definitely troublesome but not a surprise. Along with other companies, they will be pushing cloud, cloud, cloud. A little warning next time would be nice for many of us spent the first several days wondering what the issue was and wondering if it was a bug that would be fixed. The answer seems to be no with many users on this thread talking to apple representatives and finding out the same thing, this drastic change was planned.
Good luck.