OK, now Jeph has spelled out the ethical dilemma. Which doesn't really fit the language used in the prior comic, but I get it now. It's not something that crossed my mind because, well, I don't think in terms of using gifts as leverage.
I'm not sure it's automatically a problem anyway. To take a personal example, I got married shortly after college, and I paid off her student loans. There was no "sex for money" dynamic going on, we were married, and I considered her financial issues to be my financial issues. A few years later she had an affair and we got divorced, but there was no expectation that she'd repay me.
Sven and May aren't married, or even in a relationship. It's not even clear that they're really friends. They don't really hang out aside from banging. Still, contributing to a pool of money, along with a lot of other people, shouldn't make things weird. It's pretty clearly on the "things friends do for friends" side of the line. If he outright bought May a new body, or contributing an excessive amount, that might be awkward. But only because Sven thought of it at all, and because May's pretty suspicious of everyone.
There are positive aspects of letting her know, too. May would benefit from knowing that a lot of people cared enough to contribute, and the more names on that list the better. They don't need to have dollar amounts attached to the names.