> any payout larger than $10 million (after taxes) gives a positive expected return.

and conditional on you being the sole winner too (unless the lottery is guaranteed to only have one winner).

Taxes, too: the government will be taking over a third of your winnings for a big payout.

depends on the country

Discounting the possibility of multiple winners splitting the jackpot, and not taking into account taxes on the earnings.

Sure, if you take the whole population, then each ticket will, on average, be worth more than $1. That doesn't change the odds of my making money back on this. There's going to be a handful of people who massively skew the statistics, but it doesn't mean that for the vast majority of players the odds get any better or that their ticket becomes more winning. Expected return doesn't matter on a ticket by ticket basis when the odds and winnings are so skewed, it creates an illusion of worthiness that doesn't exist for the single player.