I think part of the reason is that the people who are really into body modification right now aren't strongly interested in anesthetic, and so haven't really fought for it.
The pain is part of it; it creates a full-body euphoria that lasts for several days; it's extraordinarily addictive. I can speak to that from personal experience.
This makes some sense to me. In many cultures body modification (piercing, tattooing, etc.) are part of "coming of age" rituals. The pain is an essential aspect. It helps to make it a more memorable experience.
http://www.theverge.com/2012/8/8/3177438/cyborg-america-biohackers-grinders-body-hackers