An iTunes playlist means nothing to Amazon as Amazon has it has absolutely no contact with iTunes. A playlist is a list of locations for files ergo irrelevant for utilising one from a different location. You must upload your music to Amazon. Or load your purchased music from Amazon to iTunes.
On the app on my phone it gives me the option to upload my playlists from itunes when i click it however it says import starting may take a while then nothing it's really frustrating i've tried everything