You mean like the US government which is pouring money and weapons into failed states and the fascists dictatorships that have resulted, might not be the most responsible entity for deciding where your charity goes? It really comes down to a philosophical decision. Do you believe the government will make better use of your neighbors money than they will?

EDIT: I picked the US government, but I doubt many other countries have to look for to see ludicrously immoral and unethical expenditures of their own.