Anesthesia isn't really there to protect the organs, per say, but the comfort and well-being of the patient. Then anesthesia used in surgery is meant to sedate and paralyze the patient so that there is no rampant body movement during the procedure. Imagine how difficult it would be to operate on a patient writhing in pain. Many anesthetics also numb pain and may cause amnesia so that patients don't form long term memories of any discomfort during the procedure. Lastly, an anesthesiologist will always monitor the vital signs of the patient to insure that there are no signs of cardiovascular or respiratory distress. While it's theoretically possible to procure donor organs without anesthesia, it would be extremely difficult to do so safely and highly unethical to harm a patient in such a manner.