Would getting an industrial piercing before getting your wisdom teeth pulled be bad?

Wouldn't be a great idea. Just wait- you'll be in enough pain as is. Also, you might be asked to remove all jewellery including piercings before surgery. In which case you might as well not worry about having had it pierced at all.

Also, you want to avoid infection anywhere in your body because infection weakens your immune system and you don't want an infection in your industrial to hinder your healing for your wisdoms.

In short, save it till you're healed. Make it a reward for getting them out :)