Gandalf - Royal Ahold also owns Stop & Shop (which is New England based supermarket). Stop & Shop takes AmEx (but I think that was only after their main competitor here, Star/Shaw's supermarket was taking AmEx), so I know that it isn't a Royal Ahold thing.
I bet you that it is more of a local competition thing - if it will not generate any more income (or loss of customers to a competitor), why shell out the extra commission to Amex?