This question was from 2011, so you may have figured out what is causing issue one by now, but here is what I have found, as I have a very similar setup to yours.
If you open iTunes when the you are not mounted to the music volume on your NAS, the tendency is for iTunes to default the iTunes Media location setting that you set in Preferences>Advanced back to the local music library.
Then, even if you are connect to the NAS at a later time but don't realize the reset of the iTunes Media location has taken place, any downloads you do, App updates, music, movies, etc., gets add to the local media folder.
If you change the iTunes Media back to the NAS, then you can go to iTunes and control+ click the asset and select show in finder. Then you just drag it to the NAS location and move it there and iTunes Library should reset it's pointer to the file.
The ways that I have tried to prevent this from happening have been to set my NAS Music volume to open at startup automatically and the try and not plug my iPhone into my MBP when I am away from my home network. If you don't open iTunes while the computer is not connected to the NAS, then it will not know that it is missing and will not reset where iTunes Media is stored.
If you want to use iTunes when you are on the road, then save some of your assets to the local music folder, and then remember to reset the preferences when you get home.
