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Outside of buying stuff directly via the OS on the device, you’re not locked into Amazon’s store. I upload stuff to my Kindle with Calibre all the time (which works much better than the “send to kindle” function Amazon would prefer you use).
Conversely, I use 'send to kindle' from Calibre all the time and absolutely love how easy it is to send a book to any of the 3 kindles in the house. I just send it and the book is there a few minutes later. The only time I've ever run into any issues with it is when I was loading up a Kindle for a kid with a TON of books and it wasn't happy about so many emails.
Overall though, I agree with your message: you're not really forced into using the Amazon ecosystem at all if you're willing to put in a tiny amount of work and the Kindle's are either sold at a loss or at such a small markup that it might as well be one that it's difficult for me to consider the competition since they cost so much more.
Yeah, I used "send to kindle" for a long time and it's perfectly fine for just getting stuff on the device easily (especially since you've got multiple devices and might want to use the Amazon cloud), but there were a couple things about it that annoyed me and got me to switch. The first is obviously that it converts everything to a "document" pdoc file instead of a book (which is obviously more of a psychological thing to make anything not from Amazon seem like "the other"), but the second issue is that the mandatory conversion would seriously screw with the formatting of the book and they just looked worse than their "native" Kindle versions, with weird spacing and big margins on some books and no way to fix it.
Calibre is admittedly kind of a pain at first (not only do you have to plug in your device to a PC, the software is often unintuitive and confusing), but I think it's worth checking out if you're not buying books from Amazon but still want to get the best e-reader functionality out of the device possible (and it's a nice way to see your non-Amazon ebook collection separate from the device). I convert all books to the AZW3 format with it, then use a plug-in called Quality Fix (specifically a function in it called "fix ASIN for Kindle") and it makes all books pretty much indistinguishable from their Amazon counterparts.
FYI Kindles now support ePub natively and it's fixed a lot of the random issues that used to occur with the spacing and such with no need to convert into AZW3 first (they recently dropped support for AZW ... at the same time they added ePub). It helps that I get everything I can in ePub format or convert to it when I can't.
All in all though, as long as we're all happy with our workarounds, it's all good :-)
I kinda like that mine costs Amazon fractions of a penny in compute time though!
Calibre and a paperwhite works way better than I'd have thought a locked down device would.