That's not really true in the slightest.
Only active plugins get called at all, so if all you run is CG-Amazon, that's the only plugin script that gets executed.
Admin scripts themselves don't cost you anything except in the admin interface. Of course the plugins that are active have some code running, but that's not what I'd call admin code.
Also, the overhead of the scripts is pretty negligible for the power they afford, especially balanced with the average load of some other plugins most sites are running. Also, this is a dynamic system, rather than a static [a href], so there's certainly some overhead. But the only big hit comes when it has to go load from Amazon rather than the cache, and that's generally only once a day for a given query.
Now, if you mean the 'helper' files, well that's how I break up my code. On a normal webserver, having everything in one file versus split into a few shouldn't have any performance impact, as they'll either all get cached, or not get cached at all (same performance either way it's implemented).
And generally, as for 'overkill', CG-Amazon was designed to manage everything from showing wishlists, to custom keyword lookups, to custom-managed 'now reading/listening' lists, to a mini-catalog. So, it has a lot of features, but I generally find people 'grow into them'. It's far from 'overkill', given that most every feature in there is one a dynamic blog would probably use at some point! ;)
If you have had some sort of problems with CG-Amazon or the CG-PowerPack, I'd love to hear about it. Drop me an email at cgcode at chait dot net, and I'll see what I can do to address your questions/issues in future releases.
Oh, I should also note that aside from the Admin panel, CG-Amazon (like many PowerPack scripts) have little if any specific 'hooks' back to WordPress. Which means if you wanted to go old-school and include/call them yourself without using the plugin system, or on a NON-WP page/site, you can. I've tried to keep that up so that the scripts are more generally flexible.