Steam is almost exactly the same way because it's not like you can take your Steam purchase and use it without Steam. Yes, you can buy DLC and other add-ons directly from the publisher if you wanted to but that's moreso because of how the publishers have created their products rather than how Steam works as a platform.
As for your Amazon example, Apple does absolutely add value there. They manage and keep track of all your purchases and payments so that there's a single, unified method for both paying and resolving issues. Additionally, since Apple functions as the payment processor, you're also paying for the security functionality. The only reason you have to make a purchase from the Amazon website is because Amazon wants to control the purchasing and doesn't want to pay Apple for their payment processing.
It's just a difference of whether you prefer the consistency of the experience that Apple prefers at the expense of other companies or whether you prefer to deal with several different experiences that could potentially open everything up for fraud and problems. People who aren't as tech savvy or who don't want to have to wade through a bunch of BS just to make a purchase may prefer Apple's method. Others may prefer digging through and doing all that in order to have a broader pool to choose from.