The probability of that is pretty damn low

The probability of any specific sequence of 1M coin flips is "pretty damn low" in the same sense. The relevant thing here is not that that probability is low when they're all heads, but that the probability of some varieties of "something else" is very large, relative to that low probability. Or, more precisely, what sets us thinking of "something else" hypotheses is some (unknown) heuristic that tells us that it looks like the probability of "something else" should be much bigger than the probability of chance.

(I guess the heuristic looks for excessive predictability. As a special case it will tend to notice things like regular repetition and copies of other sequences you're familiar with.)