Amazon and those workers will still consume city services. City's don't make a profit on average, so while those workers may make above average wages it's unlikely to make up for the overall lost revenue.
Picturing 1000's of workers is overblown. Amazon does employ a lot of people, but in a highly distributed fashion and their expansion is not going to be huge. On top of that these are all large city's where +/- a few thousand workers is not that big a deal.