Insufficient guidance

A warning that the user "should" transfer items to their iTunes library before proceeding, but with no way to proceed to do so

Source: Apple iTunes

If you warn somebody about something, you should provide a way for them to act accordingly. If I choose “Continue”, what are the consequences?

(The message reads: “There are purchased items… that have not been transferred to your iTunes library. You should transfer these items to your iTunes library before updating this iPad. Are you sure you want to continue?”)