I signed up for an account just to respond to this...
That text comes from this link: https://www.lego.com/en-sa/themes/lord-of-the-rings
This is what it says at the bottom of the page:
© New Line Productions, Inc. All rights reserved. THE LORD OF THE RINGS: THE FELLOWSHIP OF THE RINGS, THE LORD OF THE RINGS: THE TWO TOWERS, THE LORD OF THE RINGS: THE RETURN OF THE KING and the names of the characters, items, events and places therein are ™ of Middle-earth Enterprises, LLC under license to New Line Productions, Inc.
There is no mention of Amazon/Amazon Studios. It could simply be because this Rivendell set is not based on Amazon's IP but that of New Line (licensed from Middle-earth Enterprises) and that future Rings of Power themed sets will instead refer to Amazon/Amazon Studioes (and not New Line). I am not confident however because the text you shared referring to "The Lord of the Rings: The Rings of Power TV show" does not include a trademark on the ROP name and this is almost certainly trademarked by Amazon. Either the Lego legal team made a mistake and didn't force the inclusion of a TM or the marketing team got ahead of itself and included a reference to Rings of Power even though The Lego Group may not permission to market its product with a reference to Amazon's IP.
I hope that your interpretation is correct and that there will be Rings of Power theme/subthemed sets and that a TM at the end of Rings of Power will fix this.