I'd appreciate it if you could be specific about how you configured the apps.
Since Tidal apparently MQAs all the things, including 16/44.1 material, there's certainly a good chance that it sounds different across the board. Qobuz and Amazon Music HD on the other hand both serve straight up FLAC files, lossless compression without any proprietary shenanigans on top (to my knowledge).
But they differ in an important way: For Qobuz, both the Mac app, as well as the Windows app (when used in exclusive mode), actually set the sample rate of the audio output device correctly, i.e. based on the current track. The Amazon Music apps, even though exclusive mode is supported on Windows, don't set the sample rate, so as soon as you listen to tracks with a variety of sample rates, you're guaranteed to have the OS resample the data before it gets sent to the DAC, adding a variable to the mix that Tidal and Qobuz can avoid (if set up correctly). In addition, both apps have their own volume dial, and exclusive mode bypasses the OS level volume setting on Windows, so if you set Windows to 90% volume and use exclusive mode in Qobuz, yeah, it'll be louder.
And then there's the "Loudness Normalization" setting in the Amazon Music app, which Qobuz doesn't seem to have. Even if the app volume and system volume are maxed out, this could result in the Amazon Music app reducing the volume of a loud track based on some average volume in order to make it roughly as loud as other tracks that have a higher dynamic range - another reason why Qobuz could sound louder.
For Amazon Music, unless you want to set the sample rate manually to what the track needs, 24/192 is the best setting so that the app actually selects the highest quality version of the file. Qobuz will adjust the sample rate as needed when exclusive mode is used, which won't be visible in Windows unless there's a device specific driver tool (like for iFi devices). Hopefully the DAC has a sample rate indicator to confirm.
Enhancements and Spatial sound should be disabled (exclusive mode will bypass those). Exclusive mode should be allowed, of course.
The OS level volume should be maxed out.
Qobuz should be set to use exclusive mode and the quality should be set to up to 24/192. The Qobuz app should be set to 100% volume.
The Amazon Music app should be set to HD/Ultra HD quality, loudness normalization off, exclusive mode allowed.
Separately, you need to set the output device and tell Amazon to actually use exclusive mode. You might have to do that every time you start the app.
To confirm that things check out, click on the quality icon. On the left I played
Beck - The Golden Age, a 96 kHz track that Windows will upsample to 192 kHz before the DAC sees it. On the right, I played
Beck - Paper Tiger, a 192 kHz that should not get upsampled with the settings I have.
Apologies if you have made all of these adjustments, but I think this is important when trying to get the most out of whatever streaming service you use, and especially when comparing them.