Amazon sold AppleTV and Google Players for years while neither offered their content. Now that Apple has "opened up" an App Store, Amazon could definitely add their app if they wanted to. Instead, the market is growing, everyone is picking a horse and they have the smallest "ecosystem" to offer. So, they are using the only power they have to hurt their competitors.
Take the iOS Amazon Video app for example, Amazon could have put this on AppleTV all along, like Hulu or Netflix. The content is paid for by subscription via Amazon's website. But, for set-top players (pucks) Amazon wants to offer this content alongside impulse, in-app purchases via remote control. ("Watch the first season of VEEP for free on Prime! Now that you're hooked, and bored, buy the second season!")
Apple allows this, but Amazon won't do it.
Amazon's problem is that Apple takes a 30% cut for every in-app purchase sold on their platform. Amazon doesn't want to pay that cut, so they do not offer video content for purchase in their Amazon Video app on iOS. Their app is a viewer for content that has already been paid for.
They went through this same dance years ago with the Kindle app in iOS. That's why it kicks you out to Safari to buy books and then have them show up in the Kindle app.
But this is a different animal. The AppleTV is a "Six Foot Interface" and (unlike the iPhone/iPad) it doesn't allow the user to easily choose a movie in a dedicated video app, pop out to web browser to buy it, and then pop back in to watch it.
Apple and Google have their own robust content libraries and don't need or want to carry the water of Amazon's video marketplace - and have no reason to cut them a deal.
That's why Amazon has become its own studio: to have exclusive content that drives the sales of pucks which sell more of their content for full profit.
Roku does not sell content that competes with Amazon. competing M-GO is not a Roku service. It is a service on Roku that comes prepackaged. They pay the same fee as any other service to show up on the homescreen from the start. I'm sure that platform-agnostics media players like Roku's, SmartTV's, and Blu-Ray players take an insignificant cut (if anything at all) and Amazon is fine with the even playing field.