Jessica at Bookends talks about why self-publishing may not be your best option if you want to break into New York:
"While 7,500 copies sounds impressive, in truth we ran into pushback from publishers because of those numbers. They weren’t big enough... When a publisher looks at a previously published author, whether the author was published with a big house or self-published, the first thing they will look at is the author’s sales. If your numbers are low it doesn’t bode well for orders on your next books."
The original question does ask about Amazon pubbing, specifically, but I'm not clear on whether the agent is talking about indie ebooks or POD books, or both. Certainly many e-pubbed authors have broken into New York-- and I don't know about anyone else, but my e-pubbed numbers never got anywhere near 10,000 copies per book. At any rate, I don't know how a publisher could tell what my previous sales actually were without an ISBN.
And this all may certainly be true, but if so, it makes New York look rather foolishly bound by numbers. If I can sell 7500 copies of a book just by getting out there and working my ass off (and I'm speaking hypothetically; I haven't yet!), doesn't it stand to reason that I could sell a whole lot more copies if I had a big publisher with national distribution behind me? Of course it does. It seems rather absurd to judge a self-pubbed author against big publisher standards. I'm not saying editors don't do this, just saying it seems like a silly way to make decisions.