There are a couple of reasons we haven't bothered.
1) I don't know what the applicable tax regulations are. I strongly doubt that the Swedish IRS even admits to the existence of the concept "donation". I assume that, if incomes were sufficiently low, it could be filed as a tax exempt "hobby income", but reading up on subjects like that gives me migraines, nose bleeds and skin rashes. And I even study law. -- I can recommend S07E07 of Penn & Teller's "Bullshit!" for a quick look at my general opinions on taxation.
2) If it's a matter of earning $30 per month I'd rather pay for the domain names myself, and not have to do the work involved in maintaining a donations system.
3) We don't really have a lot of costs at the moment. I have to pay for my broadband anyway -- the server is located approximately one and a half meters behind me, beneath one of my two computer tables -- and we have a couple of options on laid off old 'puters that could be scavenged/salvaged for server upgrades. We're considering buying some more RAM for the thing we have now, and maybe a faster disk with some more space -- but the costs for doing that are $150 tops, so it's not a world of money.
Currently we can, with decent performance, support between 100-150 ppl playing. If I were to give up my present high end can (Whole or in parts) for the project, I suspect we could fit in at least 400-500 simultaneous players. Combine that with server profiling, loftar fixing account databases, and the Apache web server being extracted to its own platform, and we have pretty good numbers. If, on the other hand, we were to outgrow my broadband, we'd have to look for a more professional way of hosting, which might make donations more of a priority.
With the numbers being what they presently are, I don't see it being worth the effort. In lieu of what Mr. Nixon said earlier I would, however, like to point out that this is not to be taken as neither tacit nor expressed support for the doctrines of socialism. In no way, shape or form does the dev team support the destruction or dismantling of western civilization.

Every night before I go to bed, I send a prayer to Senator McCarthy in his heaven, and ask that he keep us safe from the reds.

My paranoias aside I am very flattered that anyone thinks the game is worth supporting. Thank you.
Ninja edit: Oh, and... ads? Really? Not happening.