I went the other way - FROM kindle TO Sony - because I was fed up with the extra tweaking needed to get chapters to work properly on Kindle i.e. to get the prev/ next chapter arrow keys to work.
Even in the mobi format books that Amazon sell / give way themselves, chapter navigation was often broken. Maybe the newer Kindles are more tolerant but on the K3 you had to ensure that all chapter starts had <h2> tags, and in many epubs that is not the case.
but if you don't need / use chapter skip and don't mind losing features like drop caps or fractional 1.5em indents, or left margin controls, or background shading then yes, go from epub to amazon formats.
PS maybe some of that stuff which was NOT in mobi, IS supported now in azw.