I'm a bit bemused by that too. The "integrated shop system" means the ease of buying books and getting them delivered wirelessly to your Kindle is second to none. And even if it's not something you'd bother about, the shop can easily be ignored. So why it'd be annoying, I can't figure that one out?
As for collecting info about your books, well the easy answer is don't turn wifi on and sideload. The next easy answer is, I didn't think there
was any definitive conclusion to what the various companies gleaned from your ereaders (not just Amazon, all of them -
ereader privacy chart). And finally, who cares anyway? Are Amazon going to come round to my house and say, you bought a book from another shop and read it on your Kindle, please desist?
Epub, you can have that one.