I don't think Amorim can be viewed as a big fish in a small pond. He's helped break the Benfica-Porto duopoly. Sporting's title in 20/21 was their first in nearly 20 years.
It's just the general fear of this being done in Portugal and his record in Europe, while improved, isn't necessarily brilliant. He is, in my eyes without the knowledge, a real risk of an appointment because he hasn't made the step up as a manager. He has done really really well at his level, and deserves a bigger job, but with clarity that he may not actually translate that well to it.
Same can be said about Alonso to be fair except from another angle - he seemingly is doing it at the higher level, question is just can he keep doing it.
Any manager we get is a risk to be fair, this isn't 2015 when we had Klopp or Ancelotti two genuine world class proven managers, it has to be a risk appointment, with Amorim and Alonso probably being the two not with the least risk, but the biggest potential upside.
But again yeah with Amorim it is Portugal. Like with any player we get from there I would question what points to them being a great fit. Are there stats to back it up somewhat. He's already my second choice (based on surface level knowledge and not liking the other names choices) but what more is there to know to say "Yeah he's the real deal"