It wasn't only due to the researcher's sadistic tendencies that he kept Cherry awake throughout the procedure, hearing his subjects scream in pain and terror was just a bonus for him.
However, according to the notes that Kain read, the subjects needed to be awake due to the intricate connection to the soul, spiritual power, and consciousness the embedded star space would need to make with its new host. Establishing and breaking these connections is easiest and safest when the subject is awake. However, once the connection has been initially established, the test subject can rest.
However, unlike the Doctor, Kain had no such sadistic tendencies, and with the help of Bea he was able to keep Cherry awake while removing the object implanted into her.