Robbing a bank is more likely to set you back substantially (infinitely?) via a stay in prison, which is not likely to average out in your favor. But in some cases, ethics aside, it could conceivably be the rational choice, and that doesn't seem so surprising.

But OP said the most valuable strategy is to reduce as much as possible the time to 1M without accounting for any other factor.

It’s much more likely to become a millionaire by robbing a bank vis-a-vis playing the lottery