Variable auto assign

Assuming you mean awk variables, it would make more sense to use an array. Like:

dspmq | awk -F '[()]' '
  {variable[NR] = $2}
  END {
    print "first line: "variable[1]", third line: "variable[3]
  }'

If you mean shell variable, you could do:

eval "$(dspmq | awk -F '[()]' -v q="'" '
  function shquote(s) {
    gsub(q, q "\\" q q, s)
    return q s q
  }

  {print "variable"NR"="shquote($2)}'
)"

If using the bash shell, you could use an array which you could fill up with:

readarray -t variable < <(dspmq | awk -F '[()]' '{print $2}')

Beware that array indices in bash (like in ksh whose design it copied) start at 0 instead of 1 (first line in ${variable[0]}).

With zsh:

variable=("${(f@)$(dspmq | awk -F '[()]' '{print $2}')}")

(first line in $variable[1])