Google seems to transfer PR from Amazon affiliates, or at least it lists these affliate links as backlinks... but of course Amazon doesn't use a 3rd party affliate program.
You would think that your logic is correct... an affiliate link is pointing a web user to another website, and essentially voting for the target page, even the link passes through an affiliate marketing program provider, it ends up redirecting to the target product page. The original affliate link doesn't point to a page at the affiliate program provider, just a script that leaves a cookie and redirects to the product page.
I don't know the answer for sure... but I would think the PR would be passed along. The PR of some of the biggest affiliate program providers (CJ, Regnow) is only 7, so they certainly are not getting the PR from their affiliate marketer's links.