For me, it's that Amazon has virtually everything. I would be much happier if I could buy everything I buy from Amazon from Costco instead, but Costco's model isn't the same as Amazon's "A to Z" model. Costco wants to offer good deals on a smaller selection of stuff, rather than go for a broad selection.
It also doesn't hurt that Prime Video is bundled with Prime. On a per annum basis, Prime costs me about 2/3 what Netflix does, but I'd say I get roughly half to a third the value of Netflix out of Prime Video alone.