A number of reasons. First, you may end-up paying some middle-man twice. Second, you may have to declare any donations as income and be taxed for them (more paperwork for you). Third, in order to reclaim the tax you paid for the donations, you will probably have to distribute them to charities within your (already rich) country.
And having accepted the donation, some confused doners will think you owe them something. I think it's important to entirely remove that possible misunderstanding.
