You absolutely do not need DRM for Amazon features to work. I have liberated all my books and pretty much use calibre exclusively to add them, except when I first download. All are added using my custom save template, and as long as the sdr matches up with the azw(3) you get the features. For example, many books are now being sold without DRM. I assure you the features still work with them.
Once the reader has decrypted the book, it is seen exactly the same as if it has no DRM
What matters is, don't convert the book, or it will in fact
be a different book but with the same words/formatting/ToC/cover/etc. and naturally, the features will be broken.
And you could hack the features, too, to create a homemade X-Ray, apnx, phl, etc. There are actually projects to do several of these already. For example, calibre by default generates pseudo-pagenumbers for your books with
src/calibre/devices/kindle/apnx.py and at
http://www.xunwang.me/xray/ you can create X-Ray files with some limitations. As long as the book has the same offsets, though, which DRM does not affect, all feature files will mesh properly.