I'm too, I'm from Germany.
Well, let's have a deeper look. Amazon is the third most visited website here behind google and youtube. Same for France, Spain, Italy, etc. Also the prices are better on amazon than any of the stores you have mentioned and believe me a lot of people do price checks in these times and don't buy blindly.

15 years ago, when I was a kid, Saturn was the hit, but those days are over. Both Media Markt and Saturn are in red and have cut 3,000 jobs across Europe: https://www.tagesspiegel.de/wirtschaft/media-saturn-streicht-3000-stellen/4435428.html

Amazon is eating up all the competition and small shops (which is really sad btw). But it has its reasons, great service, fast delivery, no shipping costs, free return, best prices and when you have a card you earn points for each purchase, so many people use amazon just for everything. 

According to statista.com in 2016, 57.2% of computer and video games were sold through online stores and 42.7% through the retail sector (last updated in October 2016). https://de.statista.com/statistik/daten/studie/201914/umfrage/einkaufsverhalten-im-onlinehandel-vs-einzelhandel-nach-produktgruppen/
Almost 3 years ago, I wonder what the numbers looks like today...

If PS4 outsells NSW again in the next update, then it has to be because of countries like Poland, where NSW is not popular at all, and other smaller countries, for which I have no statistics.
But for the big 5 Germany, France, Spain, Italy, UK I am pretty sure NSW outsells PS4.

The only logical reason would be because of a different audience. People of older generation who buy for their children. But wait....

Firstly, you're only looking at Amazon which may get a smaller share of PS4 purchases due to the dispute between Sony and Amazon.
Secondly, I visited the hourly and yearly Amazon charts of your home country, Germany:

On the hourly chart, PS4 is at 26 and 40 while Switch is at 21 and 78. How do you know that Switch is selling more than PS4?

On the yearly chart, PS4 is at 13 and 59 while Switch is at 21 and 30. Again, how do you know that Switch is selling more than PS4?

1: You're right in that many people go to e.g. Amazon, Media Markt and Saturn's websites to price check before buying, even more so because many retail stores are price matching.

2: Amazon has definitely taken a chunk of the market in many countries but in some European countries, Amazon is still not even present as e.g. in the Nordic countries (Finland, Sweden, Norway, and Denmark). Regarding Amazon being cheaper, PS4 is 249€ on mediamarkt.de and saturn.de versus 269€ on amazon.de. PS4 + Fifa 19 bundle is 299€ on saturn.de versus 329€ on amazon.de.

3: Don't forget that mediamarkt.de and saturn.de are online stores as well and counted towards the online market share.

4: While Switch may soon exceed PS4's weekly sales in Europe, I don't agree that PS4 has only kept its lead due to countries like Poland. If you look at official numbers from your home country, Switch sold 650,000 in its first 12 months in Germany (link) while PS4 sold 1.2M in its first 12 months in Germany (link). In its first 28 months, Switch has sold 9.60M in Europe according to Nintendo. In its first 28 months, PS4 did around 16M. Europe overall is simply just a stronger market for PS4.

Wow,a console that has already crossed 100 million is only 35000 units behind the switch this week.
This just proves how Strong the Playstation brand is globally.
Top 3 regions (NA, EU, JP, ROW) for each brand.
Nintendo-
1. North America
2. Japan
3. Europe
Xbox-
1. North America
2. North America
3. North America
Playstation-
1. Europe
2. North America
3. Rest of the World

In the USA isnt Amazon like ~10% of the videogame market only?

Im pretty sure (without any factual sources to back this up) that physical store fronts make up a larger market share in europe than in the US.

the "why should buying patterns be differnt at other stores?" is a good point though.

Ps4 is still the most impressive look how old it is and it's selling so well. No doubt ps5 will be number 1 again. If next gen xbox doesn't pull in numbers after launch period then its all over for them