Hmm. Like I say I don't really know the law well enough and clearly there are walled gardens so they can't be illegal per se. However one of the reasons Microsoft got into trouble was using its dominance in one market (PC Desktop OS) to give itself an unfair advantage in another.
So if Amazon uses it's market-leading position in ereader devices to make sure it's harder for other book-sellers to compete then it seems at least plausible that there's a legal argument to be made.
Amazon doesn't demand DRM but the big publishers do and Amazon will only allow their own DRM on their devices, meaning effectively the only bookseller who can sell those publisher's books on the Amazon platform is Amazon. Anyone else has to go DRM-free (or possibly license the DRM but I haven't heard of anyone doing that and if they did they'd be beholden to their competitor).
But again, some music retailers tried to make the same kinds of claim against Apple and ipods before they went DRM-free, and AFAIK that didn't go anywhere.