I understand that Amazon Aff. has a higher CR and the 24hour cookie, but:
Let's say you build a face cream affiliate site, you rank it on the keywords "face cream" etc... and you get around 50,000 visitors per month.
If you had Amazon on it, you will make around $2,500 per month, paying $1 per sale on a $25 product with a 5% CR.
If you dropship the same product from Aliexpress, you would make $50,000 per month, with the same 5% CR and the same product cost.
Even if your CR is lower by HALF you would still make 10X more than from Amazon.