When you launch an instance from the Bitnami launchpad you can download the private key in .pem and .ppk format however from the EC2 console you can only save the .pem private key if I am not wrong.
At first sight, this is the only difference I can think between both deployment options. In any case, in the end, if you access the EC2 dashboard you should see your machines running there.
Can you check if the machine launched from the AWS Marketplace has a key attached?
Can you also confirm that you were able to convert the .pem key to .ppk?