What I find interesting is:

• If the door eliminated is removed by chance rather than by knowledge of the penny's location, and it doesn't result in the penny being behind it, then there's no advantage to swapping doors. It becomes 50/50 between the two remaining doors.
• So you need to know whether the person eliminating the door did so out of knowledge or out of luck in order to determine the odds of whether swapping is beneficial.

The same is true with 1 million doors:

• If someone removes the 999,998 incorrect doors through knowledge then you can be pretty much certain that swapping will give you the penny.
• But if they somehow manage to remove 999,998 doors through chance without knowledge, then there's a 50/50 chance with the two remaining doors.