Happens to me as well - Amazon's service mails are marked straight as spam.
Even always taking them out of the spam folder didn't stop it (I was expecting the filter to do some sort of automatic adjustment).
Very curious.
When I first signed up for SendGrid their confirmation email went straight to my spam. Not really auspicious beginnings, but I haven't had any problems with them since and I think they're a great company.
I was under the impression that Gmail spam filter takes volume from a sender into account. The fact that you got 3 nearly identical messages might have been part of that. I got the message in my inbox in both my gmail accounts, for what that's worth.
Not surprising. Google Apps mail sometimes gets marked as spam for me. Apparently "spam" and marketing messages from people you do business with are the same thing for some people.
I host my mailboxes on Rackspace Mail and their filter gave that mail a spam score of 0. I wish I knew how to easily tell if Amazon is using SES to send their own mail.
Conspiracy theory -1: My Android browser just claims that the name of the site doesn't match the name in the SSL cert. It probably has something to do with their ghetto cert from SecureTrust.