Supposedly the KDP will unpredictably reset the SRL to whatever they feel like.
If you convert it using Amazon's KindleGen or Kindle Previewer, it will respect the SRL you set -- then upload the resulting KindleGenned mobi to the KDP and it will automagically break!
...
This isn't really a calibre problem or an issue with calibre's conversion (in fact you indicate that you haven't even used calibre's conversion feature at all, instead you uploaded an EPUB), so I have requested to have this thread moved to the Kindle Formats forum.
EDIT: theducks moved it to the Amazon Kindle forum, instead of the Kindle Formats forum. So I was able to move it from the Amazon Kindle forum to the Kindle Formats forum. It certainly isn't about the hardware Kindle device.