From Amazon Associates FAQ (which I can't link to in order to credit it):
You may not purchase products during sessions initiated through your own Associates links and will not receive referral fees for such orders. This includes orders for customers, orders on behalf of customers, and orders for products to be used by you, your friends, your relatives, or your associates in any manner.
In other words, since they have code in place that tracks the purchase, they also notice, "Hey, wait a minute, that's YOU!" (the associate) and do not credit it as a referral.