If I open my own line of home improvement stores and do no oversight on what I sell and wind up selling really dangerous lawnmowers, I'm partly responsible.
Or if I open up a gas station and allow any company without oversight to sell "supplements" through my shelves and cops arrest me for selling heroin, I don't get a free pass.
Why should amazon or Walmart get a free pass just because they sell more items?
Except the devices are not dangerous. Its the software installed on the device. Consumers have a choice. Pay for the trusted Apple TV or Amazon firestick, or go the wild west and see what's on offer.
One problem I see with your analogy is that the dangerous lawnmower can cause an easily quantifiable harm.
You have to be able to show damages you incurred and assign a dollar value to them to sue people.
That doesn’t work at all for a something that sells your bandwidth to a proxy service. People wouldn’t even be aware that it was happening they weren’t told.