There are far worse intellectual property offenders all around me, and I've never heard of a single person that ever got into trouble within my country. (Coincidentally, I've heard of dozens of cases of people from my country getting slapped with hundreds of euros of fines for pirating while being abroad, all of them in Germany).
The worst thing that could happen to me is that I could have my Amazon account terminated. Everything physical on Amazon gets slapped with an additional $60-80 of taxes (even if the item itself is $10-$20), so I really don't use Amazon for anything else but its bookstore.
Books take months or years to write, and I want to award that behavior with whichever percentage of my $10 ends up in the author's pockets. Don't get me wrong, if I see a book I want to read on Humble Bundle on Kobo, I'll click on it first. But if I don't, I'll pick Amazon over Google Play Books, this Microsoft's one, or any other DRM-enabled store. Not because Amazon is in any way better than them, but because I know I can break the DRM effortlessly and reliably, while still pitching in something to the author. If that wasn't the case, I wouldn't look for a different store — I'd still be pirating.