They all do pretty much the same thing. Amplify by default will amplify to maximum permissible without distortion, but it assumes there is no DC offset introduced by the recording equipment (you can’t hear DC offset). See also: Amplify and Normalize
However, one extremely loud noise or clap or gun shot in a recording can force the remainder to an unacceptable low value. More commonly, the absence of dynamics could force a recording to be unacceptably loud (think commercial). “The perception of loudness is related to sound pressure level (SPL), frequency content and duration of a sound.” - See Loudness