My footnotes DO pop-up, they just garble together text from multiple footnote <p> tags if there's no page-break. Something like this:
"1 - footnote text 1X - footnote text XIII - footnote text III"
The problem with popping up was when I kept the <sup> tag inside the <a> tag. At least, I think that's it, as I don't see any other difference between my code and yours.
I thought I'd try contacting amazon support, but after all the stories I've read on that, I have a feeling it'll be worse than useless...