While I vaguely understand your 'walled garden' argument, I honestly wouldn't let that jade your decision too much. I use Calibre as my library, and convert everything, azw, pdf or otherwise, into mobi and epub with the click of 2 buttons. Walls are meant to be climbed
Also, I kinda view it the same as the vegetarian argument...Its all well and fine if you don't like meat, but thinking that you're saving a cow because you don't eat a hamburger, well that's a little silly no? If you want to make a stand against the gardens, I would think that the business would care a whole lot more about the opinion of a customer than not.