Ah, you're behind the times. You may be remembering 2008 when Amazon had those big "DRM Free" messages and t-shirts and talked a lot about how music wanted to be free. It was a big part of their sales pitch. That faded away, and then some music started using DRM. However, if you purchase a music song or album, you can still mostly download MP3s, as far as I know.
On the other hand, if you use Amazon Unlimited or Amazon Music Prime, you cannot download music as MP3s. You need to use a player that supports their DRM.