Some tokens and coins are on their own blockchain, that's why they might require you to download wallets if they are not yet listed on exchanges.
As for donating to receive airdrop, that i can understand, as sometimes processing 1000-10 000 transaction can cost a lot of ether, it is better that the promoter developer cover this, but sometimes the airdrops are simple tokens for ideas... that's why in our airdrop section we ask the person doing the airdrop to make sure he has enough ETH.