I think the only ties they have are that Amazon are probably their single biggest retail outlet, I suspect the reason for the link is because they know people are likely to buy from Amazon anyway (either due to price, or the assurance of buying from a more well known retailer).
When I looked at the link it also appeared to be a referrer one, so ATA are probably getting a bit of commission for sales made via that link.
Often distributors won't be the cheapest for their discs as it tends to upset the retailers, so it's not uncommon for Amazon or other retailers to be cheaper much of the time than the distributor/publisher.
Talking of CEX wanting more second hand than Amazon etc want new, a friend wanted Voices of a Distant Star on Blu-ray the other day, we finally found him a copy from CEX for £35!
i must admit I have had a chuckle at CEX when I went in and found their anime was all more than even HMV.