I appreciate that both Amazon and my bank takes security seriously,

I wonder, is it to for security, or is it for control over individual users. The algorithms are made to maximize profits, and using a VPN is going to screw with their algorithms for you. So, maybe they will make it so painful to not comply, that you end up complying. It happens on a lot of other apps too. Turn off "tracking" lose access to features that have nothing to do with tracking.