My guess is that the milk is raw, and that it contains live cells from the donkey, which help to train the immune system. I'm also guessing it contains good milk bacteria. I read an article about how human milk helps babies via the living cells in it; so, that's the inspiration for my thought.
I've reard similar things to this article about other kinds of raw milk and allergies (cow and camel, to be exact). I'm not sure if they compared raw donkey milk to other raw milks (or if they only compared it to pasteurized cow milk). Whatever the case, I'm not skeptical about raw milks, personally, but getting it in pill form might involve other things than anticipated.