Is there a legit way to download the videos I've bought on Prime Video?

They download the file (which you can usually do with a little Inspect Element action + yt-dlp), but then also decrypt the file.

Most of the big streaming services use Widevine DRM (or at least did at one point, I might be outdated by now), so just downloading the file gives you appropriately-sized gibberish. These apps tend to be expensive because getting around the DRM is usually non-trivial.