> What can I build with an Arduino that isn’t better, cheaper, faster, and more complete as a full product on Amazon?

For an end user maybe not much, but for tinkerers, a lot. Almost everything where you need/want customization, unique features, and so on. This said, you don't strictly need an Arduino for that, I actually (almost) never use them because their software library is so high level that it eats so much resources on the underlying microcontrollers and make things more complex when you want to do more advanced stuff (like handling interrupts). When I use them, is for some quick&dirty thing (e.g. I need to turn on a stripe of "smart" LEDs quickly), but never include them in finished things.