What do they really want?

It was probably a scam. You were right not to donate money to them. If you ever do feel like donating money to someone knocking on your door, ask to see an I.D. card issued by the state you live in for solicitation of donations. All legitimate charities will be issued a card by some state agency that identifies them as having registered as a charity. If they don't have the card, don't give them any money.