I think that’s less about being afraid that Amazon will steal their data, and more that they don’t want to give any money to an entity already steamrolling them
Some are legitimately afraid that AWS will deprive them of the ability to scale during peak times, like holiday shopping seasons. I've heard claims of this happening to more than one retailer.
Personally, I wonder if that isn't an emergent property of a lot of people trying to scale at once.
