It's common for Amazon sellers to turn on FB ads and see spikes in Amazon sales (also common to see no sales at all).
You think you are getting Amazon sales directly from the FB ads because you noticed sales soon or after as you turned on FB ads. However, Zontracker is not reporting it.
Amazon may be rewarding your external traffic with some organic Amazon traffic velocity or ranking effect but not necessarily sales from the FB ads. Your FB ads may have led to Add-to-Cart or other activities on Amazon that Amazon tracks. It's not as good as a sale but you may get a small boost. It typically doesn't last long and is low volume but could explain why your FB ad did not lead to a tracked direct sale.
Since tracking is not perfect, your sales may be real from FB ads but keep in mind the above explanation may play a role.