I think the fault is one of false temporal equivalency. When a casual observer assesses the situation they see an equal set of unknowns behind each outcome, si

I think the fault is one of false temporal equivalency. When a casual observer assesses the situation they see an equal set of unknowns behind each outcome, since that matches the set of conditions. While the probability would have remained the same, it's the elimination of all (but one) remaining false choices that tips the scale. The weight that the selected door was the correct one remains at 1/3rd, but the probability that the only remaining door was the correct one is the inverse, 2/3rds. Meanwhile in the 1,000,000 doors set, if instead one door was picked, one other door was opened, and the choice was between keeping the current door and picking one of the other 999,998 doors, the odds increase so infinitesimally that both ego and a need to know would bias me to staying the course.