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Mobi files are easily convertible to ePub without any loss (you can use for instance Calibre).

Buying Mobi files is sending a signal that DRM are OK.

I have a lot of DRM-free Mobi files. Do you just mean that .mobi are typically shipped with DRM? Because the same is true for ePUB too.

You are right. In my head, Mobi files were always downloaded from Amazon (and here, they always come with a DRM, right?).