In The Matrix, given that the person taking the red pill could die as a result, and even surviving the experience is shocking and traumatizing, why not sedate them until they could be rescued by other humans?
So why would Morpheus or anyone else offering the red pill not employ this extra "safety" measure?
Plausible reasons could include:
The person needs to be awake & alert to survive.
The awakening experience is beneficial in some way, despite being traumatic & risky.
But I have no evidence to rule these in / out.