In Mahayana Buddhism, both wisdom and compassion are necessary for the Bodhisattva path: wisdom brings enlightenment, but compassion keeps you "in the world" (either literally or figuratively) to help guide others toward enlightenment (thereby liberating them from suffering).
Perhaps because of its deemphasis of the supernatural, Zen in particular emphasizes that enlightenment without compassion is possible, but useless, and not a worthy or admirable pursuit.
Compassion is seen as necessary to temper enlightenment, to keep oneself from becoming a nihilist or enlightened navel-gazer.
(Zen/Chán has historical basis for being concerned about this: http://en.wikipedia.org/wiki/Wisdom_in_Buddhism#Hui-neng)
The woman in the story sees that the monk's wisdom has liberated him from suffering, but his lack of compassion means that no one else will benefit from it.
She's angry because she thought she was investing in the monk to the betterment of mankind, but instead she finds that her donations have only benefited the monk.