When guys ejaculate, why do they need millions of sperm if only one makes you prego?

Because: Many of the sperm are damaged (two heads, two tails, no tail, etc.) and many aren't good swimmers. It's a long distance from the vagina to the uterus where the egg is so you want to maximize your chances. The best way to do that is to have millions of sperm. There's also an evolutionary component to it. You want them to compete so the strongest sperm wins.