ditto what Wntrmute says. I was very interested in knowing about this aspect of pre-program training as well; my background was in PACU (light) and in the ER (heavy). My thinking was..."heck, I deal with patients at their most critical state! Fresh MI's, I start their lines, manage their NTG, dopa, hep, retavase, etc.....see patients intubated all the time, codes...etc....I have all the critical care experience I need!"
However, now that I work in an ICU (specifically to get more critical care experience - the ER is my first love!) I can ABSOLUTELY see where unit experience is invaluable. It's different; you're concerned with one patient for an extended period of time, managing several lines, usually at least one central line, PA catheters, art lines, choosing and using pressors (sometimes in combinations), managing vent settings, balloon pumps, CVVH, etc. Totally different kind of experience. It's GREAT experience for anesthesia, I can see why schools would prefer that. Some here on the board here have gotten into school without ICU experience, but usually have years of experience or other compensating factors in their resume.