This is a great thing, seeing how studios are no longer restricted to only caring about the mainstream audiences, but also have ways to profitable market their lesser-known titles and back catalogues. It's better to have a DVD-R copy than no official release at all!
As an owner of a burn-on-demand DVD-R sold through Amazon, I can report that there is no copy protection on the disc—at least not on the one I have, or not a noticeable one. DVD plays fine in all of my players—a set-top DVD player, the DVD writers in all of my 3 PCs, and even my PS3. I was also able to rip episodes to my home media server without problems. Hope this is the case for all DVD-Rs sold through Amazon, because punishing those who choose an official release over a bootleg would be a very stupid and evil move.