Yes, some players may expect favoritism for donations made, even on a completely free MUD. Players expect a lot of things, though, and sometimes their expectations are not reasonable.
If a 100% Free MUD asks for donations(or sells t-shirts) to help pay for the upkeep of the MUD, and they make it clear that there are no perks for those that donate, then the line is drawn. If a player expects more, that is a reflection on that player's personality and not the MUD; there is a difference with games that charge money for in-game service. You have agreed to exchange a service for payment.
If a pay-for-perks system makes it clear that buying "credits" or "paying for registration" or whatever other charges there may be will not grant the player better customer service than non-paying customers, then the player of that game has no more right to expect special service than the one who donates to a completely free game. The key is in being specific about what money is worth on a MUD.
On a truly 100% Free MUD, money gains you no in-game service, by the community's social definitions. This includes gameplay enhancements and customer service. It is not naive to make this distinction; it is specific and ethical.
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