A million is a biggish number, but when you consider that that the Imperium's population is at least in the quadrillions
According to the Custodes throne books, that is just Terra's population.
The biggest pop density today is 20,000 per square km.
Earth's surface is 510,100,000 km2.
Now lets say sone areas aren't populated and round it down to 300 million km2. Or that Imperial citizens have more space than Hong Kong and less live in pods, or the Imperial Palace has large empty halls that only Custodes and Techpriests lurk in.
That nets us at 6,000,000,000,000 or six trillion.
If we got a thousand floors with people, we reach 6 quadrillion, 1000 floors seems doable with those dozen kilometer tall towers. The World Trade Center had around 100 floors with 409 meters, 0,1km. So a 4km tall skyscraper line would neatly fit it, and Terra's towers are supposedly hyper tall even by Imperium standards, where hives can reach 10 miles tall on Necromunda.