That is dictated by where consumers end up shopping. You can diversify to thousands of stores, but if Amazon is the biggest seller, they will get the lion's share of the click throughs and purchases.
What PZ did was show users who shop at other stores, that Amazon was cheaper, and funnel users to Amazon. Sometimes Amazon wasn't cheaper, but I wonder if this is all about to change.
Not technically for the reasons you stated. However, it is evident that PriceZombie was financially built on top of Amazon's Affiliate program. It's hard to argue against that when Amazon contributed 90% of revenue