I think the point a lot of people miss is that the trick to understanding the 3-door question and the 1000000-door question is the same trick. If you don't grok the trick, the 1000000-door example might make it easier to grok, but there's a fair chance it won't.

To muddy the waters further, it's not always understood that in the 1000000-door case, 999998 other doors are opened (as evidenced by discussion elsewhere in these threads). Sometimes people think it's still just one door. I suspect this is because the original problem is usually stated as "...Monty Hall then opens one of the doors you didn't pick" and because people suggesting the 1000000-door often just say "...what if there were one million doors?"