It seems that now after the latest update, you can no longer set no-transfer textures on objects that you own. This is somewhat irritating, as many textures that you can buy are sold as no-transfer.
For example, yesterday I purchased a hair textures pack of 20 from SLEx.com. All the textures in the pack were marked as no-transfer, copy, mod. I started trying to set the textures onto some moddable hair that I own, and was perplexed to find out that even though I own both the texture and the object I was trying to apply it to, I could not do so.
Inversely, I found that I could set a full-perms texture that I had onto my object with no troubles.
I think this issue should be addressed in the next update, as it's rather moderately annoying for those of us who are trying to mod our objects with no-transfer textures.