Well for one, when you purchase something from a corporation, you know where the money went because you got the thing or access to the service you just paid for. With a donation you don't have that and because you're donating you probably care about whatever subject you want to improve so you'd like to know that is were your money is going instead of finding out later it just went to the CEO of whatever to blow on blackjack and hookers.

In the case of Mozilla, you actually know donating to the Mozilla Foundation does not in any way benefit Firefox or Thunderbird, which is probably the whole reason you were actually donating in the first place. Donating to the Mozilla Foundation funds all the pointless side projects they they decide to pick up and pay the CEO quite frankly an undeservedly large salary.