At least e-Ink screens are becoming cheaper and better so there'll be plenty of alternatives if they block side-loading.
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Also the Kindle is marketed as allowing you to put your own documents on it.
Yes Amazon want to stop you reading books licensed from then on anything but a Kindle but not the other way around.
They may market it like that now, but that can change. If Google can stop you sideloading apps on Android, I have no doubt Amazon could try to stop you sideloading books on your Kindle.
1) sell device at break even/loss to gain market share
2) retrospectively lock out all content not from amazon