They DO pick up your habits if you play the same character as your amiibo.
So if you can find its bad habits and punish them, you'll know what to fix in your playstyle with that particular character.
Higher level Amiibo have BS reaction times though. I literally could not land a single hit on my lvl 50 Pikachu unless it was a punish.
I DID treat it to a TON of Counters once though, by frustration, and my Pikachu literally stands around doing nothing sometimes. It simply depended on its own insane reaction time to block and dodge absolutely everything. It's a boring Pikachu.
So yeah, unless you want that to happen to you, don't spam counter against your amiibo. It's a lot more fun fighting an aggressive amiibo than fighting one that barely attacks you.
amiibos are pretty much only for fun. It's like fighting a level 9 computer; sometimes you do it for fun, but it's still generally better to not play against them regularly.