Every kindle that supports the new format (Kindle devices since 2013 with latest OS upgraded) support loading non-DRM ePubs directly over USB. There's no conversion anymore. (I've done this.)
Amazon's not going to openly advertise that this deprecation is also the line in the sand where "non-DRM ePub just works", but that's what has happened.
Of course one of the sadder problems with the ePub ecosystem is that it uses the same file extension for DRM contained and non-DRM contained ePubs. At a glance it isn't easy to tell if an ePub is not DRMed. Amazon does not support any of the existing ePub DRM schemes. Their own KFX DRM is very unique and proprietary and doesn't play nice with ePub DRM "standards". You can't load DRMed ePubs over USB, those don't work. Sometimes that gives an impression still that "Amazon does not support ePubs natively", but that's the nature of DRM and how much DRM hurts the entire ebook industry in every direction.
Are you sure about that? Even Amazon's own sales page state: "Kindle Format 8 (AZW3), Kindle (AZW), TXT, PDF, unprotected MOBI, PRC natively; PDF, DOCX, DOC, HTML, EPUB, TXT, RTF, JPEG, GIF, PNG, BMP through conversion; Audible audio format (AAX). Learn more about supported file types for personal documents." implying that ePub only works through conversion. They don't support DRMed ePubs through conversion either so it's a bit odd they say that instead of including it natively.