You're gil value is not the same as other servers. SE has a much better understanding of each servers economics than what we do, and even if they don't it's a good excuse to give. So, limiting the amount of Gil someone from another economy can bring over is understandable, while still being a hassle. They could have setup an exchange rate but choose to go with a blanket 1M cap. Go invest in assets that you can resell. Think bigger picture, individually we are a very tiny fraction of that picture alone. I'm willing take a wide guess that a lot of people who are transferring don't even have 1M gil.

Or you can just keep thinking that SE is just out to get you and screw you over specifically. Whatever works. I dunno, either way it isn't difficult to make Gil in this game even with limited play time.

Wish you the best of luck!