It's quite common here in Germany. I know several doctors who routinely do it without anesthesia, to avoid the dangers of sedation. Having seen a colonoscopy done that way a few times, I'd personally insist on sedation. Most people I've personally observed who were awake for the procedure seemed to find it almost unbearably painful, although there was a minority who didn't mind it much.

They didn't suggest it, but once I asked the only pushback was of the "most people prefer it, it's very safe, let's be ready to use it just in case" variety. (I hadn't expressed the preference until checking in that day, so the anesthesiologist was already scheduled, and I didn't save any money.)

At least in Sweden, no anasthesia is very much the standard option.