This is an often-heard argument: "Amazon (or other large company) are doing it and it works just fine for them."
But you are not Amazon. Your listings may be competing against Amazon's listings, without the brand recognition, trust and backlinks they have built up.
So you have to do everything better, like building friendly urls, just to have a chance of getting clicks that Amazon can take for granted.
(Amazon does a pretty good job at urls, as others have pointed out, but most larger, established companies are still pretty poor at this, leaving the door open for upstarts to do it better).