Donating to a particular charity address is definitely a possibility. The tradeoff is that you're requiring users to trust the people running that charity, if there's an exploit that's damaging enough to be a concern. People also figure that by reducing the supply of ETH you're increasing increasing its price, so it's more of a global compensation to ETH holders than a net loss.

However, charitable donations aren't unknown. The ENS name registry, for example, is planning to require annual rents like DNS, and contribute the money to public goods (e.g. with grants to projects improving the ecosystem).