I presume that they do have transponders, since transponders came from the original friend or foe systems, but due to their erratic / fast and often low level movement and operational reasons they are probably turned off most of the time anyway so are pointless or dangerous. Others on here will know the answer but I certainly wouldn't rely on a TCAS alert! You will be essentially stationary to a fast jet - they need to avoid you...
See
http://www.pprune.org/military-aircr...fast-jets.html
Imagine the scenario of a fast jet intercepting an airliner, then the airliner getting a TCAS alert saying "climb"...