Depends--or rather varies. The blackberry podcasts app is helping you out by recognizing that you may be downloading a significant amount of data, as well as putting significant power demands on the device. Thus it gives you the options to choose to only use wifi, only download when charging, etc., and apparently has you make the choices when you first run the app.
Many apps nowadays will provide a default setting where the app automatically chooses the connection (BIS, TCP/IP, WiFi . . . ), as well as the capability to select one particular connection (say TCP/IP, if you needed to do so).