We present the exact numerical diagonalization of the Mulliken donor-acceptor (DA) dimer with Holstein coupling. The resulting eigenstates are introduced in sum-over-states expressions of static optical susceptibilities. The careful partitioning of the sum, and the comparison with spectral properties give important clues on the role of electron-phonon (e-ph) coupling. Anharmonicity does not appreciably affect vibrational spectra. nor linear electronic spectra, and is irrelevant for the static linear polarizability. By contrast, huge anharmonic contributions to hyperpolarizabilities are found: the harmonic approximation is unreliable for the calculation of non-linear responses, even for systems where it hardly affects linear optical spectra.