I'm seeing it too. Probably people have used domains like amazon.XYZ for phishing in the past.

Hmm...Does using SSL help? Right now the amazon india domain does not get redirected automatically to https://www.amazon.in (on Chrome v.25)

I'm not using Kaspersky myself, but I'm guessing they simply mark certain high profile websides on not-known tlds as phishing sites.

Think "amazon.co.tw/password_reset.php"