Because of the whole "showmaster opening a door" thing.
If you were just presented with three doors and one was already open with a goat behind it, then your odds of picking would be 50/50.
BUT the door that got opened only did so because you already made a pick.
Think about it like this:
You have a million doors instead of 3. And all but one are goats.
The showmaster opens all but two. Yours and a single other.
Now the ONLY way for that other door to have a goat behind it is if you picked the car on your very first go.
Which, as you will remember, was at odds of 1 in a million.
Same principle here, just fewer doors.