Because if I donate to the EFF and it instead goes to a certain charity that kills something like 90% of the pets it takes in, I'm going to be upset.

If I donate to my favorite YouTube personality and instead the money goes to PewDiePie's empire, I'm going to be upset.

The difference between donations and taxes is that I can choose who to fund and how much. If that choice is no longer mine, and I have a strong chance to fund entities I find morally repulsive, then why donate?