No.
I'm just of the opinion that I'm in no way obliged to disclose to you what I spend my money on, just because I work somewhere you spend money on.
That's not what you said though. I don't think anyone is arguing that employees of a company are obligated to disclose their spending habits, that would just be ludicrous. However, if that information was available or if the company itself made donations/purchases it's perfectly reasonable as a customer to decide not to support that kind of behavior by continuing to do business with that company.
Just as one example Chick-fil-A is rather famously anti-lgbtq and regularly donates part of their profits to anti-lgbtq organizations. As a consumer it's entirely reasonable and moral to refuse to do business with them in order to reduce the money being funnelled to morally repugnant organizations.