Swedish mail service is generally next day delivery for pretty much everything within Sweden. That's not so with the US postal service (expect 2-3 days for most things) so that right there is already a key difference.
So yeah, in some countries, the delivery speed is not a factor making Amazon more attractive.
When I know of someplace else to get something I'll go there instead and normally get a better price. Amazon might get it a day sooner, which is rarely worth it (if I want it sooner I'll pay extra for next day delivery which most places will offer.
And its a very rude awakening whenever you actually try ordering something from a non-Amazon place that isn't trying to compete with them.
Suddenly you're waiting 2-3 days for "processing", then another week for something to arrive, after having paid $20+ for shipping.
I also don't miss any products, or envy the prices when comparing smaller stores to Amazon.de or uk.
The us amazon seems like a place where you can get anything, quickly and cheaply. The uk/de stores seems like they have limited selection not as good prices (even accounting for tax and currency differences). I get the feeling that Amazon US is this vast logistical network that makes super cheap and super fast shopping available. And at the same time amazon.uk/de seem like regular online warehouses offering no real price or delivery time benefit over the next store. Does that sound right?