Religious people view their temples as something more sacred than the government. To tax money donated to the centre of these people's communities would put unnecessary strain on the most important pillar for some communities. For example, Christians see their contribution as a voluntary tax given to the governing body of their group; the church. That way the church can help the community personally instead of administratively.
Churches often perform charitable feats. However, to avoid tax is to effectively steal money from the municipality that is providing the community with critical infrastructure services required by the people on a daily basis. A church's charitable actions may not be enough to offset the cost of not paying tax, leaving the community with a net loss.