Well you do get that weird "ownership" concept, pushed on everyone by that bozo Bezos, where you are supposed to "act as owner" of the business, but get no benefits out of it, only the risks :)
Cash comp at Amazon is extremely limited, with at least half of your comp coming from RSUs (or cash equivalent during the first year). So if Amazon is wildly successful, you do get a huge benefit out of it (my grants resulted in a salary that was ~ $100K more than the band I was assigned at review).
Having said that, the game is extremely rigged such that those types of wins are rare, while the downside risk of grants not having the expected value is uncapped.