The difference is between don't have to and shouldn't have to and have to and should have to. Let’s have a look at the two pairs of language items that you have asked about:
Have to can be used in a sentence in the same way as must and it means that you have no choice about doing something. Here are some examples:
You have to pay your taxes, otherwise you will be put in jail.
We have to eat, otherwise we'll die.
On the other hand, should have to is used to talk about things where the speaker or writer feels that is a good idea to do something. He or she probably thinks that it would be better if people didn’t have a choice, even though they do. For example:
Banks should have to tell us exactly what they are doing with our money.
Dog owners should have to pass a test before they are allowed to get one.
In most countries, it isn’t necessary for either banks or dog owners to do either of these things. The speaker or writer is simply saying that, in his or her opinion, it would be better if they did.
Now let’s have a look at your other items:
Banks don’t have to tell us exactly what they are doing with our money.
Dog owners don’t have to pass a test before they are allowed to get one.
As you can see, these are talking about the same things we mentioned earlier. Don’t have to means that there is no obligation to do something, although they could do it if they wanted to. It's important to note that while have to is the same as must, don’t have to is NOT the same as must not. If you say someone doesn’t have to do something, then they still have a choice about whether they do it or not.
Finally, have a look at these sentences:
We have to pay for our education.
We shouldn’t have to pay for our education.
As we said earlier, the use of have to shows that there is no choice - we have to pay. Shouldn’t have to means that the speaker or writer feels that it would be better if there wasn’t an obligation to do pay for our education.
This is the opposite to should have to where the speaker or writer feels it would be better if there WAS an obligation to do something.
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