Take DynamoDB as an example. The AWS managed service takes care of replicating everything to multiple AZs for you, that's great! You're very unlikely to lose your data. But, the DynamoDB team is running a mostly-regional service. If they push bad code or fall over it's likely going to be a regional issue. Probably only the storage nodes are truly zonal.
If you wanted to deploy something similar, like Cassandra across AZs, or even regions you're welcome to do that. But now you're on the hook for the availability of the system. Are you going to get higher availability running your own Cassandra implementation than the DynamoDB team? Maybe. DynamoDB had a pretty big outage in 2015 I think. But that's a lot more work than just using DynamoDB IMO.