The reason to go to Amazon is to sell to a wider audience, and selling only sequels is a terrible business decision if you're doing that. No one buying books on Amazon is going to go over to Scribblehub or wherever to read the first book first, or just read the sequel.
I don't personally plan to shift any of my current stuff to Amazon, but that's more because my stuff is against Amazon's ToS, rather than thinking it's morally wrong to do so.
Even if you don't mean to push an agenda... if you're emulating a world, you're either going to base it on your views, or your understandings of someone else's. You can't have a story without some kind of opinion on how the world works baked into it to some extent, because you are imagining a world, and it invariably has to follow rules of some kind.
It's true some stories are way more didactic than others, and some are actual propaganda, though.