Unless i am mistaken, Amazon can't give premissions to another app install. The user has to leave the "unknown source" option checked as each APK installed goes through the same rigamarole.
Play gets around this by being bundled as a system app initially. And if you have a rooted device you can potentially promote the amazon store to the same status, and so forgo the "unknown sources" switch.
Why cannot the installed apps request the permissions they need individually?