The thing is, 1 million is a pretty cheap price to sell your integrity. If you do get caught, you got caught over a relatively small sum. Once you've gotten your hands dirty, why not go all in? Why not go for James Bond villain money?
That's not rational, of course, but humans aren't rational.
You don't always have that option, rarely does someone say "Hey, I have a plan to steal unlimited amounts of money, do you think we should steal $1M or $100M"
Besides, unless you're already wealthy it's harder to hide the theft of huge sums of money.
That's not rational, of course, but humans aren't rational.