They know which device you are downloading from or for, and send you a file it is capable of reading.
Your best bet is to avoid downloading on a KFX-enabled E-Ink Kindle, by using Kindle For PC.
As a fellow linux user, I can tell you K4PC works pretty well when running under WINE.
There is also a winetricks verb to install it (which I updated upstream to the latest version).
Just install with
Code:
winetricks --unattended kindle
Alf's tools worked to find K4PC-thru-WINE, last time I tried it.