Well, speaking from experience; I had a hemangioma on my scalp also..but later turned out to be a pyogenic granuloma which is a group of blood vessels. I had to go to the hospital because it being a vascular lesion, it would be a much more easier surgery than in-office. I had a light anesthesia where the doc said I'd be aware but wouldn't feel any pain. I don't recall a thing, felt like I slept through the whole thing; and could only hear the whole time and felt absolutely fabulous when I woke up.
I also had some moles removed in office two weeks ago with a local. OUCH! The shot hurt the worst more than the actual removal and I'm getting stitches out tomorrow.
I've had many surgeries over the years; and, yes, there are some risks involved, but it's highly unlikely anything happening if your doctor knows your full medical history beforehand.
Do what you think is best, but I'm glad I had mine done in the ambulatory center with a light general anesthesia.