How are you getting Amazon music to the AVR? More specifically, are you feeding the AVR an analog or digital signal?
If analog, you must be converting it from digital to analog somewhere upstream in your chain. If from a PC, then you are using the DAC in the PC. Generally, outboard DACs will do a better job (better sound quality) than the DAC built into your computer. If using a PC as a source, you would want a DAC with asynch USB input..
If digital, then you are using the DAC function built into the AVR. I don't know anything about its quality, but I would guess that a decent external DAC will be better.
But....there are other variables. For example, quality of content; if you are using Amazon's basic music service, the music files are compressed (MP3, or some other lossy encoding). This reduces the potential for significant improvement in sound quality from an external DAC.
Along those same lines...you may have a great DAC, but if you are feeding its output into low-quality amplification chain, you may be wasting your money. Again, I know nothing about the quality of the AVR you are using.
FWIW...the term "DAC" generally includes both the digital to audio conversion function and the first-stage analog amplification function. A DAC can therefore improve sound quality either by its conversion process (there are multiple conversion technologies) and/'or its amplification section (which is most often in the form of an opamp, but in higher-end DACs is made up of discrete components). I mention this because some folks will tell you that a DAC is a DAC is a DAC. In my experience, different DACs have different sonic characteristics.