Here's why:

* Size Comparison: The Sun is already incredibly large. Its diameter is about 109 times that of Earth. A planet one million times bigger than the Sun would be a gargantuan object, far beyond anything we have observed or theorized about.

* Stellar Evolution: Stars form from massive clouds of gas and dust. The largest stars we know of are still far smaller than a planet one million times the Sun's size. Such a massive object would likely be a star itself, or even a supermassive black hole.

* Gravitational Collapse: An object that large would exert such tremendous gravity that it would collapse under its own weight. This collapse would likely lead to the formation of a black hole, not a planet.

In conclusion, the idea of a planet one million times larger than the Sun is highly improbable due to the laws of physics and our understanding of stellar evolution.