I’ve had two Kindles (a Voyage and a first‐gen Oasis) and never tied either one to an Amazon account. I’ve always kept them in airplane mode and sideloaded books over USB.
It’s unfortunate that Kindle doesn’t support EPUB but it’s easy enough to convert with Calibre, and some free book providers (like Standard Ebooks) provide compatible .azw3 for download.
Even though I’m not keen on how locked down Kindles are and their software and rendering quality could be improved, the physical form factor and ability to sideload is enough benefit that my next ebook reader will be a Kindle too, unless something clearly better comes along.