Sometimes when adding a new donor, you will see options to Add another donor or Add more details to this donor
The times that the options do not show up are when you are in the context of doing something else. Say you are editing an organization, and while in the edit screen you want to add a contact to the organization. When you click add contact, it brings up the search for a donor. You realize that the donor you are trying to add isn't in GiftWorks yet, so you click Add a donor. Once you go through this process and close the dialog, GiftWorks wants to add that new donor as a contact to the organization.
In this case, it does not make sense to give the option to add additional donors or add more details to that donor. Either of these options would take you outside the process that you have already started.