To your last point, there's a difference between not turning a profit and operating at a loss. Amazon, and other large companies that have expanded very quickly, reinvest their profits back into the company. Net profits are reported versus net expenditure, and doesn't reflect how much was made in relation to operation overheads (base cost of standard operation). 

The reason Bezos' net worth is so high is that it takes into account how much his Amazon stock is worth, not just how much liquid cash he has. Stock value isn't just tied to the profitability of a company. Success, stability, notoriety, and plenty of speculation are all apart of a stock's valuation. Not to say he doesn't get a fat check for being CEO of Amazon too, it just isn't where the bulk of his net worth comes from.