I use free Tinker Tool software that lets system and hidden files be visible when I want them to be. I don't really know UNIX, so outside of Terminal you can access this hidden folder by choosing Finder>Go>Go To Folder and typing the path, then right clicking on the folder when it appears. Then you shouldn't have any problems launching the Kindle app, even from aliases. Adjust permissions as you like for other users of the computer, but leave the padlock unlocked. Click the padlock at the lower right of the window that opens, then type your administrator password. Then I right-clicked and selected Get Info on the folder. What I ended up doing was accessing ~/Library/Application Support/Kindle/My Kindle Content (which is a system/hidden file). Someone at Amazon doesn't understand the Lion permissions structure (I don't either, I guess). It's when it's moved or aliased that it won't launch.
I tested it by downloading and launching the app directly from the Kindle disk img without moving it, and it opened without a problem. I believe it is in fact a permissions problem.