I wanted to buy this book, but Amazon didn't have it, so I just bought a different book instead. Basically, if you want me to buy something, and Amazon doesn't have it, you will have to make me
really want it. Amazon can ship to my house overnight for $4, and I can buy stuff with one click. (In the case of e-books, the book is sent directly to my Kindle. Nobody else does that.) Making me go elsewhere means I have to deal with inconsistent shipping times, giving someone new my credit card details, etc., etc. Usually, this is way too much of a hassle, and instead I just pass on your product and settle for something from Amazon instead.
(And BTW, I'm a published author, and it doesn't matter to me how much Amazon sells my books for. They can pay people to take them off their hands for all I care. I get a fixed amount for every book sold. The publisher, not the author, loses out when Amazon wants the books to be cheaper. But of course, they don't really lose out -- there are a lot of benefits to being available from Amazon.)