That's a great question! There are a few key differences between a PS4 and an Amazon box that account for this difference.
First, many PS4 systems are used in households with children or people who may be sensitive to certain types of content. As such, they contain parental control and filtering options that can help regulate the type of content being accessed or watched.
In contrast, Amazon boxes are typically used by adults with the main purpose of streaming video and music, rather than gaming or other activities. So, it's not as important for an Amazon box to have content filtering and parental control options.
That said, both systems can still be set up for filtering, and many internet service providers and third party software providers offer filtering services that you can use on both the PS4 and the Amazon Box. It really just depends on the specific needs of your household and what kinds of content you'd like to filter out.
Hope that helps!