I've seen several posts claiming that #Amazon is removing the ability to download #Kindle books to a computer, without an important qualifier: It only applies to physical Kindle owners.
They're specifically removing the ability to download an AZW file that you can then copy to a Kindle reader over USB. If you've never owned a physical Kindle device, or don't own one right now, this option will already be unavailable.
As far as I'm aware, the ability for Kindle for PC/Mac to download KFX files to your computer isn't being removed. Whether these files meet your needs or not is a different matter, but the ability to download Kindle books in any capacity is not going away.