In this country (England) unions have separate political funds, and if you don't want to put any money into them you don't have to. Any money to further a political end (such as backing the party in favour of a minimum wage) has to come from the political fund.
However companies don't have the same restriction - I very much resent knowing that money I spend as a customer goes to support political parties I detest. And they don't even have to ask the shareholders.