That would depend on whether or not you need a blood transfusion. If you are 'bleeding out' during surgery and are about to die, then it's probably better/safer to have the transfusion than to die, even if there is some risk of a transfusion reaction or infectious disease. Most people would choose that over death.
If you don't need a blood transfusion, as with a great majority of surgeries, then there would be no need and you would be risking side effects and complications for no reason, no benefit.
Is there more to the question? I'm not sure a good answer could be written that covers all surgeries and all situations?? I guess I'm a little confused.