Purchased song sync via the iPhone

I saw this screen pop up for the first time when I plugged my iPhone into my laptop:


At first, I thought this was a good thing. I'd never been offered this option before, and of course I'd like to sync them to my library. It feels like using my iPhone for backup.

But then I read the fine print, and that confused me. If I buy a song on one of my Macs, plug my iPhone in and move that song onto my iPhone, then I go and plug my iPhone into another one of my Macs, and that song is not there, why should that song be zapped from my iPhone if I don't transfer it down to my computer? Does this mean I have to have all my purchased songs on all of my Macs in order for that song to stay on my iPhone if I plug it into each of them at different times?

Maybe I'm interpreting this wrong, but if so, it's because the message is confusing. One of the things i dislike about the iPhone sync process is that the music management piece of it if you have multiple Macs that you plug the iPhone into is not as simple and straightforward as it should be.