I don't know a way to search everything that's been recorded, but I did do a search in WorldCat. But what I found would comfirm smallpiper's conjecture, unless you want to blame it on the Edinburgh Military Tattoo of 1972.

Searching Bagpipe AND "Amazing Grace" on recordings only, I got 141 hits (lots of duplicates) but none are prior to 1972. Unless these are the same, there seem to be 2 from 1972:
Regimental Band and Pipes and Drums of the Royal Scots Dragoon Guards
Pipes and Drums of the Regimental Brigade of Scotland.

Released in 1973, the first cut for a the recording of the 1972 Edinburgh military tattoo: (Pipes & drums) Amazing grace / trad.

Unfortunately, other Tattoo recordings in earlier years do not all provide track lists. But Amazing Grace is conspicously absent from a recording called "Scottish pipe band favourites" done in 1970.

So did the pipers get the idea from Judy Collins?