In my opinion, it's is not worth mentioning specifically that cards on your Amazon mat are part of your deck at the end of the game. Native Village and Island are the only 2 cards that have this mentioned, out of the huge number of cards that can cause things to be set aside when the game ends. The Dominion rulebook makes it clear that ALL set aside cards are part of your deck at the end of the game. I personally wish Native Village and Island didn't have that text, because then people would be forced to learn the correct rule in the first place, instead of assuming that it works that way because Island and Native Village say so.
The list of cards that don't have that text, but can still cause a set aside card at end of game:
Haven
Gear
Inheritance
All cards on your Tavern mat
Horse Traders
Prince
I'm sure there's more, but you get the point. I guess my point is that even though without the text, people will ask "do cards on the Amazon mat count as being in your deck at end of game?" that that's ok... if they need to ask that, then they SHOULD have to ask it, because they need to learn the rule. Rather than ask it for each card that is missing the text.