In transcription, there is no need for any primer. I guess the basic mechanism of DNA polymerase & RNA polymerase is the same. So why does replication have the need for a primer?
I'm no expert at transcription but from what I can figure out here and here transcription requires a promoter region acting as a template-directed mechanism for allowing transcription, which presumably bear a certain sequence recognised by the RNA polymerase and associated complexes. However DNA polymerase requires primers to guide it to the correct location on DNA.
EDIT: In light of comments below, according to here and here, RNA polymerase is capable of de novo synthesis meaning it is capable of initiating synthesis of RNA without primers and this is done by RNA polymerase binding to two nucleotides rather than nascent RNA polymer and a single nucleotide. Initiating nucleotide hold RNA polymerase rigidly in place, facilitating chemical attack on the incoming nucleotide. For bacteriophage T7 RNA polymerase, transcription begins with a marked preference for GTP at the + 1 and + 2 positions. DNA polymerase cannot add primers, and therefore, needs primase to add the primer de novo.
The primer is an universal recruiter, for all DNA polymerases, bringing them to the DNA template. You must have both strands in place for a DNA polymerase to stop by. Moreover, the catalytic activity of all the polymerases requires a preexistent 3' end on the growing strand. You must have a 3' free end near a template, for a DNA polymerase to act. (A far longer description of the chemistry is at http://www.ncbi.nlm.nih.gov/books/NBK22374/ .) In contrast, RNA polymerases, including primase, are recruited to the template by DNA-binding proteins, such as ori-binding proteins, transcription factors etc., meaning there is no need for primers.
It may make some functional sense too. Once a cell decides to replicates, its ori-binding proteins are synthesized and/or activated. They bind the DNA template, and bring in the primase. Only after the primase does its job, DNA polymerase can take over. The cell needs stringent regulation only at the level of the ori-binding protein, because DNA polymerases are so strongly dependent on the preceding steps.
If we think in evolutionary terms, and we accept the RNA world hypothesis, the RNA polymerases (or at least their ancestors) should have evolved earlier than the DNA polymerases. In these conditions, the earliest DNA polymerase came in a world where double stranded RNA already existed, meaning it had access to a primed template. There was no immediate need for a primer-independent DNA polymerase, and no urgent need afterwards.
All these are speculations. There seems to be a primer-independent DNA polymerase in a thermophile bacterium (DOI: 10.1021/bi0489614). Its existence may be interpreted in two opposite ways: ancient mechanism, or recent evolution, forced by the special conditions where these bacteria live. The former will deny almost everything I wrote. "Why?" questions in biology are always tricky.
In replication you have 2 strands made. In transcription you have 1 strand made.
Transcription uses ONLY the 3' → 5' DNA strand. This eliminates the need for the Okazaki fragments seen in DNA replication (on the lagging strand).
And it removes the need for a RNA primer to initiate RNA synthesis, as is the case in DNA replication.
Edit; instead RNA Polymerase binds to Promoter region to initiate transcription, in replication (leading strand) DNA uses 1 Primer to initiate. And as AMR comment, RNA Polymerase dont need to add nucleotides to existing part.