After a bit of searching, I decided to give ABBYY's Lingvo dictionaries a try. They integrate well with Moon Reader+. Just highlight the word and click on "DICT".
And the procedure you describe for Kindle is how I do import Kindle books, when I buy them, with the additional complication of having to fire up a Windows VM, because my primary desktop is Linux, and then copying the file back to where I want it.
I've never bought many e-books from Amazon, because of that.
It used to be that buying books from B&N was simpler than from Kindle, in that I could download the files directly from their website. A couple of years ago B&N disabled direct download of their files, so I have to go through the same indirect process with them.
Which means I no longer buy many e-books from B&N.
When I download a book from Project Gutenberg, though, or buy one from Baen.com, or any of the multitude of independent publishers, it's just download the file and load it into Calibre. No messing about with downloading it in a proprietary Windows application, and the copying it back.
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