The only time I've seen such a watermark was a free book my wife downloaded from Entangled. The pdf and the mobi converted to pdf or epub featured a graphic with her email address on every page. The nasty bit when I converted to epub was that every page graphics converted to a separate file which might have explained why the original mobi was so large.
I suspect that the books were likely not watermarked by Amazon but rather by the original publisher or that they were not purchased through Amazon -- other vendors do support mobi/azw3 direct purchases.
For those who are interested, the original thread is found at:
how remove text from purchased mobi or azw3?.