I vote the other direction. If they've chosen a charity that they know contravenes your principles, then it isn't a gift to you. It's a tweak and nothing but. And if they don't know it contravenes your principles, then giving them a list of suggestions is a nice non-confrontational way to let them know.

I'm sure there are local charities that wouldn't offend either of you - secular food banks are usually pretty "safe," just for one.