I think the most popular answer is that it cuts out the middle man and gives you greater control over your own publishing considerations. I am researching this option for my own publishing needs. I am discovering that is is a rapidly changing and developing industry with little predictability. There are lots of benefits as far as controlling your timing and marketing BUT a big caution is to read the terms of service very, very closely and often if you hope to publish through Amazon. Their terms of service seem to be ever changing and with no grace. That is, if you violate one condition of their ever-changing terms of service then you can be banned from selling through Amazon forever. I have heard some wild stories. It is something akin to Google cutting you out of AdSense for life.