Because giving money to an organization that fights to protect your interests vs paying a company providing a service that is also aligned with you in your interests is not that same thing.
The business itself is less efficient but that may be because they are doing things to protect your mutual interests.
An equivalent would be "Why don't I buy everything off of Ali Express/Temu/etc and just donate the extra money I save to Amnesty International/Greenpeace/WWF/etc"
Edit add:
We as members of society create a standard that we want to apply: Clean air, clean water, safe working conditions. These standards come at a cost and it is unethical to ask for these things and then decide that we do not want to pay the costs associated with the standards we have put in place.
If we desire these things, we have to pay for them. If the cost is too high for us, then we should stop demanding those around us continue to pay while we take shortcuts.