Here are the reasons never to use a numbing agent for pegging:
1) Pain is an indicator. You want to know if you are feeling pain because if you are, you are doing it wrong. Go back and do a refresher, read either newbie ass play for couples or newbie solo ass play.
2) Without pain as an indicator, you run the risk of causing damage such as anal fissures, which you definitely do not want to mess with.
3) If you are putting something in your ass to experience the pleasure of prostate stimulation, with numbing agents you are going to numb the prostate along with your anus. Bad idea.
4) Relaxing herbal sprays do exist for anal play. Adventure Relaxing Anal Spray is one of them. There are no anesthetic ingredients. I have not personally used this, but many people love it! (coupon code "Ruby" for 20% off)
Play safe - treat all asses with respect!