Thanks for your replies.
I realize now that buying a PW3 has some impact for direct downloading: Amazon knows my device and attributes me the "best" format (which for me happens to be the worst) - assuming of course that the ordered ebook is also published with this format.
Well, I have been warned. I will try buying
one book from my Linux PC. If I receive a kfx, this first book will also be the last.
About "incompatible formats", I understand that this is only a user problem, not an Amazon one, at least as long as the kfx stays as it is...