It was probably an easy answer, really. It's better than HTTP, is included in Android, which they chose as a base platform, and they don't have to worry about Windows compatibility on their own hardware.
SPDY is also a more optimized solution for mobile devices. The ability to do server-push resources means that Amazon can fetch/preprocess/compress/cache the resources for a page, and then when that page is requested from another user and can be served from cache, they can dump all the required resources down the pipe automatically without the client having to fetch/parse/request/load/etc.
Amazon's 'everything goes through us' solution also optimizes in cases where SPDY normally wouldn't; external resources, such as jQuery served from Google's or Microsoft's AJAX cache, can be pushed to the client, whereas in a normal browsing situation you'd still need one connection to every server, so using multiple hostnames/servers would be detrimental to performance.
