@mnyassien, when a purchase order designates a project, the costs are added immediately to the direct costs of the project, even though no actual purchase has yet occurred. When you copy that purchase order to a purchase invoice, you cannot designate the project again. That would result in double-counting.
This was a recent change to improve timeliness of project management information. See this post: Projects' Direct Cost Includes Purchase Orders - #28 by lubos. Read the preceding posts in that thread for more information on the logic behind the change.
If you do not want to include purchase orders in project accounting, do not assign projects until the purchase invoice phase.