Intuition:
If there are one million doors, you choose one, Monty shows empty 999,998 doors.
What's more likely, you picked the one-in-a-million door or the one unopened door is the winner?
3 doors: your initial door has 1/3 chance of being the winner, same as each of the other two doors. After the empty reveal your door's chance remains 1/3; the third door's chance increases to 2/3.
Million doors: your initial door has 1/M chance of being the winner, same as all of the other 999,999 doors. After the 999,998 empty reveals your door's chance remains 1/M; the third door's chance increases to 999,999/M.