Your analogy doesn't hold, because each spin of the roulette wheel is a separate trial, while choosing a door and then having the option to choose another are causally linked.

If you've really thought about XiXiDu's analogies and they haven't helped, here's another; this is the one that made it obvious to me.

Omega transmutes a single grain of sand in a sandbag into a diamond, then pours the sand equally into three buckets. You choose one bucket for yourself. Omega then pours the sand from one of his two buckets into the other one, throws away the empty bucket, and offers to let you trade buckets.

Each bucket analogizes to a door that you may choose; the sand analogizes to probability mass. Seen this way, it's clear that what you want is to get as much sand (probability mass) as possible, and Omega's bucket has more sand in it. Monty's unopened door doesn't inherit anything tangible from the opened door, but it does inherit the opened door's probability mass.