if you type something in to the search box, and get search results from the internet it is pretty immediately clear that your search string is being sent to the internet. If you can't make that connection, you also likely don't understand the potential privacy risk in having your search strings sent to the internet.

I've yet to hear any valid argument as to why the amazon search is bad that doesn't revolve around some mythical user who is clueless about how computers work, unable to make logical assumptions, and also incredibly privacy conscious.