Why would they want to open themselves to a massive exposure of liability? Is there a state in the US which doesn’t have an active investigation into Uber and the contract relationship that they have with drivers and whether those are actually employees?
Besides, Amazon’s looking for automated systems as their future (see Amazon Delivery Drone video for an example of the system they’re developing.)
Uber’s value (and Lyft and other services) is that they’ve already got a massive list of drivers, already vetted, around the world. If a company didn’t want to utilize them as a contract delivery service and instead wanted to do it directly, I’d honestly expect them to simply buy one of the services.
That's one reason why I think Amazon would want to steer clear of Uber, at least until the dust settles on all of the legal challenges.