Because it was the right thing to do, in their eyes and many others, and they have every right to do it. Rebecca MacKinnon enunciates this well here: http://edition.cnn.com/2010/OPINION/12/02/mackinnon.wikileak...
"While Amazon was within its legal rights, the company has nonetheless sent a clear signal to its users: If you engage in controversial speech that some individual members of the U.S. government don't like -- even if there is a strong case to be made that your speech is constitutionally protected -- Amazon is going to dump you at the first sign of trouble....
The future of freedom in the internet age may well depend on whether we the people can succeed in holding companies that now act as arbiters of the public discourse accountable to the public interest."