I don't think this is just for big names at all. It might be easier for them, but it's something that could be done by anyone.
Amazon (and other retailers) take about 30% of the sale price of your book. For that they do next to nothing. Sure, you can say they handle the taxes and payment processing and all that, but that can be done for less elsewhere. So, again, they do next to nothing for 30% of your sales price.
To get visibility on your books, you need to buy ads. AMS, Facebook, whatever . . . All that will cost you. And you spend money and you send those visitors to . . . Amazon (or another retailer). And, if the person who clicked on the ad doesn't buy, that money was essentially wasted. If you send them to your own site, and they don't buy, you at least might have a chance to get them on your mailing list and get them to buy in the future. But you can't do that if you are sending traffic to Amazon. So, you buy the ads, send the potential buyers to Amazon and then either get no sale or it costs you 30% for Amazon to do next to nothing. Lots of money wasted there.
At the very least, have your own website. If you buy ads, send traffic to your site. Try to get them on your list and then send them to retailers to buy. You can try selling direct later on, but at least start out my making your own website the focal point.
My latest release, exclusive to Amazon with KDP Select, has been out over a month now. It has sold zero copies. So, being on Amazon, being exclusive on Amazon, gives you zero benefit. You have to buy ads. You have to spend money on promoting. Amazon doesn't need you promoting their site. Promote your own site. Get people on your list. Get them to buy on Amazon (or wherever) and then get them to come back to your site.
It's harder these days because people are on crummy sites like Facebook and Twitter and other garbage sites that are designed to keep people stuck in their own silos and it seems people these days rarely venture out onto the actual Internet. But, on the flip side, it's not terribly unlike AOL users back in the day that rarely ventured outside AOL because they thought AOL was the Internet. Facebook/Twitter/whatever is the new AOL.
I don't have the answers. Obviously. I wish I did. But I do know that continuing to feed the beast (Amazon) is not the answer.