Amazon is killing "download and transfer to kindle by USB" in 9 days (on 24th of February, 2025 - that's 2/24/25 for Americans), so you might want to hurry if you want to read your Amazon titles on other readers.
Instead I sent my 400 books over the air to my Kindle (you can do this in bulk) then connected the Kindle over USB and had Calibre pull the books off for me. Much easier