Home Depot has been replacing terminals with dip terms for EMV. But the issuers are waiting for some more traction. Most US merchants don't want to pay for the terminals, since the risk doesn't shift sufficiently for them to pay the money.
And as mentioned above, any card-not-present transactions are unaffected by EMV. Most of these rings sell cards to be used not-present. It;s fairly common to place the order on the website for local pickup, grab the loot and fence it. EMV doesn't stop that.
It *could* if the store at least used the Chip + Pin to validate the person picking up the loot.
Granted, I still don't see how it helps stop people buying stuff on Amazon but that one example you provided should be fairly simple to avoid.