It's not 2 million, it's a little over 1 million.

The exact number is 1112064 = 2^16 - 2048 + 16*2^16: in UTF-16, 2 bytes can encode 2^16 - 2048 code points, and 4 bytes can encode 16*2^16 (the 2048 surrogates are not counted because they can never appear by themselves, they're used purely for UTF-16 encoding).