Well, I don't get millions of dollar all over the world every year. I don't think most people even know they are paying for the private corporation (?)
If they don't then what do they think the Kukkiwon is, a charity? If they don't know it's a regular corporation, they should ask.
It's not secretive, it's just normal business practice. My customers pay me for a service/product. If they asked where the money went I would answer with "cocaine and hookers, why the f*** do you care?". Well, probably not (as it's not true and a bit rude), but the point is the same. You paid your money and you got your service/product. What I do with the earnings/profit is entirely the business of the shareholders of my company.
Most private corporations don't publish detailed information on where their money goes, except for the accounts that I assume most governments require of them. If you were that interested, I'm sure you could find someone who spoke fluent Korean to look up their accounts on whatever government site holds them.
Why don't they publish them online - because they don't have to...
If my memory serves right Kukkiwon had some problems with where money has gone in the past.
And they were investigated by the government, found guilty, had changes made to the corporate structure and have moved on. The government isn't currently investigating them (as far as I can find from searching) so they are happy that things are above board. There's no point in keep saying "yeah, but under a past administration things were dodgy". Bush was well deserving of his nickname "the global village idiot", but I don't consider America a permanently bad/stupid country because of the actions of one administration.
As Miguksaram rightly says though, if you want the answers to your questions asking them over and over again in online forums won't get you the answers as well as asking them. I'd even go as far to say, if you can't visit Korea (I know it's financially unfeasible for some people) then pick up the phone and call them. Be polite and I'm sure you'll get some answers.