Let's just assume that Bill and Melinda Gates generally view global health issues as absolutely the most important. They have two choices: (1) they can start a foundation focused in that area, direct how the foundation works to address those issues, hire the people they want to hire to carry out the mission, and know that all of the money they donated focuses on global health or (2) they can write a blank check to the government, knowing that some of the money would find it's way to address global health issues, some of the money would go to build roads, some to fund medicare, some money would go to build drones, etc.
They pick option 1 because they want to ensure their money goes solely to the address the problem that concerns them the most. It doesn't mean they're anti-government, anti-roads, anti-medicare, anti-drones, etc., it just means they want their money focused on global health.