no they dont, infact there is no reason to not have a way to pause while online when not invaded either, watch dogs allows it, and it has a similar invading feature,
Pausing, whether it's during an invasion or not, affects online play. It stops matchmaking, and would likely affect the message system and whatnot. Also, for the sake of consistency and good UX, it's very unlikely that any game dev is going to dip into inconsistent pause functionality dependent on matchmaking status. What if another guy has been waiting for a while and just as he is found an invader, you pause the game, before it appears on your screen? What if people start tapping pause every now and then to avoid invasions by stopping and starting the matchmaking? It affects the netcode more than you think.
Your example with Watch Dogs is poorly chosen, people frequently disconnect when they are about to be invaded, or lose an invasion. Ubisoft's system for the competitive aspects of their always online experience is awful. However, their experience also has less impact and meaning when compared to Dark Souls, so for the most part it doesn't matter if the system is janky and exploitable.
Which is why I've skipped the last few Souls games and will never play one unless they let me pause. Even though they're otherwise fantastic games. I prefer games that respects the fact that I have a life outside of video games and that I can't simply set aside two hours to play a game uninterrupted.
I have never once felt that not being able to pause the game makes it more "threatening" or whatever. It's just an additional layer of shit there to waste my time.
Being able to pause would mean you would need to be offline, which means the game is directly and objectively, less threatening. You literally get zero invasions, what you 'feel' doesn't change that.
Pause can't exist online, and there's no sense in making a the game a better experience offline (with pause functionality) if you want to encourage people to go online and experience the dynamic player interactions.
You don't have to set aside two hours to play Dark Souls, pause or no. Whenever you're not in combat you can quit to the main menu, you log back in right where you were. It takes about 20 seconds or so, and serves the game better because it is a universal system, across offline and online.
I'm not telling you how to live your life though, if you can't spare time to play the game then that's your business, the game isn't for you, but that doesn't mean shifting its design to suit you, is a good idea, if it's better for the game as a whole without said feature.
As I said, pause incentives offline play, incentivise offline play is bad for the online community and doesn't push people towards the experience the developers wanted players to have. Maybe from will eventually cave and compromise their vision for the sake of accessibility in the future, but I respect their decision either way.