A variety of places mention it. Alcor mentions it here. Cryonics.org discusses the need for some form of DNR although the details don't seem to be very clear there. Another one that discusses it is this article which makes the point that repeated attempts at resuscitation can lead to additional brain damage although at least from the material I've read I get the impression that as long as it doesn't delay cryopreservation by more than an hour or two that shouldn't be an issue.
You don't have to sign a DNR or objection to autopsy to get cryonics. The autopsy objection is recommended, but not required. It looks like Alcor wants terminally ill people to sign a DNR, not typical healthy people.
I've signed a religious objection to autopsy (California doesn't seem to allow an atheistic objection to autopsy), but never has a DNR been mentioned to me by anyone at Alcor.
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