Yes, to be covered with Amex's premium car insurance, you must use an enrolled Amex card for the rental. Note that you must be enrolled in the program prior to the rental. I don't use Amex's premium insurance in St Maarten or outside the USA since my other no foreign fee credit cards provide primary CDW (since my personal USA auto insurance doesn't provide coverage outside the USA).

.americanexpress.com/premium/car-rental-insurance-coverage