This is pretty normal in my experience. We've also been having some nasty weather and our amazon is not as active as normal, he never is when the big storms roll in. They are very sensitive to atmospheric pressure and weather conditions. In nature, if it was inclement weather, they'd have to hunker down, so it's a pretty biological reaction. I would keep an eye out for other signs of illness (abnormal droppings, excessive sneezing, abnormal discharge from the eys/nostrils, vomiting, perching low/on the floor etc...) but I'm betting it's the weather from your description.
I cannot speak to the claims of actually helping birds produce vitamins, but we have found our bird greatly appreciates his featherbrite lamp during the damp, dark winters here in Portland when he can't be outside in real sunlight. We moved from Arizona where even when it was freezing out, it was still sunny save a few snowstorms a year. He spent his first winter here fluffed up and feeling down. We added the lamp the second winter and he sits under it and is much more active when it's on (we turn it on for a couple hours a day). I know there is a bit of controversy surrounding these lamps and wouldn't bet on any of the purported "health benefits" but it may cheer your bird up to have a bright, natural spectrum light. You just have to be sure to get one designed for birds (reptile sunlamps are easier to find, but should NEVER be used around birds. They put off a different spectrum and produce way too much heat and are a fire and burn hazard in a bird area). I only know of 2 brands safe for birds, featherbrite and zoomax makes one, but it's in a weird specialized fixture where featherbirtes can be used in one of their fixtures or another fixture rated for the wattage of the bulb.
