The business of selling through distributors and retailers to your customers is complex and cutthroat, and it turns on a lot more factors than cost alone.
It's not about cost; it's about value and goodwill. You want to get the most value for your product, and that means dealing exclusively with those distributors and retailers that do add value (and don't rake off so much of your sales that that value comes at too high a cost). This means dealing with distributors that have an established clientele of retailers, it means dealing with distributors and retailers who you can rely on to promote your product, it means not putting them in competition with yourself, it means dealing with partners who work well with your people and do not try to control them. In the case of digital distribution, it means digital outlets that add substantial value to the product they sell for you and have adequate means of distribution to carry the load of their sales.
I don't know what dealings CDPR has had with Amazon in the past. But they have a mutually beneficial relationship with Steam, a captive distributor in GOG, and they may not have any particular reason to deal with an aggressive discounter who undermines their preferred distributors and demands concessions for which they add no value.