I don't understand why you say the sign of the summands implies something about locality, although I do agree that there is something fishy about canceling amplitudes.
Let me go through a pair of "stories", one about probabilities, and one about probability amplitudes, and maybe I can get at the reason that you think there is something weird about amplitudes.
Story 1: Suppose that there is a "left-handed" gene, such that if you have it from either of your parents, you're 81% likely to be left-handed, and if you lack it, you are 81% likely to be right-handed. So a couple has a baby, and by Mendelian genetics, we figure that the baby has a 50% chance of getting the gene from the father. So we compute that he has a 50% chance of being-lefthanded: .5 \cdot .81 + .5 \cdot .19 = .5. Presumably, we could test this empirically by checking many babies in the same genetic situation.
Story 2: Suppose that it works by amplitudes, rather than probabilities. If the baby has the gene, he has an amplitude of 0.9 of being left-handed, and 0.44 of being right-handed. If he lacks the gene, the amplitudes are switched. Now, suppose that we compute that he has an amplitude of +0.44 of having the gene, and -0.9 of lacking the gene. Then the amplitude that he is left-handed is .44 \cdot .9 + (-.9) \cdot .44 = 0. So he has ZERO chance of being left-handed.
The mathematical analysis is very similar in both cases. However, in the first case, each set of parents can reason that really the baby either has the gene, or doesn't, and that the probability reflects their lack of knowledge about the true state of their baby. In the second case, it's hard to see how certainty (that the baby will not be left-handed) can arise from lack of knowledge.