Let us trade more then 1 million gil at one time.

[Kurogaea]

This limit was put in place partially to mitigate the amount of money that RMTs could exchange without having to go through the process several times. There are other reasons as well, but this is the most prominent reason among them.

Also trading massive amounts of gil can send suspicions to your character as an rmt gil seller. SE has issues with that stuff and players get banned for no reason because of stuff like that.