Check out the following note about the problem:
http://support.sas.com/kb/36/020.html
As it mentions, the workaround is to right-click on each task/code you want to use the prompt, select Properties, then manually add the prompt in the prompt pane.
I believe the next version of EG will let you choose whether those %symdel statements get generated. Turning them off is a pretty common request in EG 4.2.