If you're moving more than a million dollars, I think you should wait as much as it is financially discouraged to have your transaction reversed. For instance, if you're moving $10M, then 6 confirmations aren't enough as 6 blocks are valuated at about 37.5 BTC ~= $1.1M. To be confident there is no such incentive, you should wait for x blocks, where x satisfies: x*block_reward > transaction_value.
It doesn't completely remove the incentive one might have to rob you that way; it depends on what you're exchanging.
You have a good stance on it and it makes sense too.
I quoted that recommendation from Jameson Lopp, it's not mine. Honestly, if I want to move $1M through Bitcoin network, I will not do it in a single transaction. I will split it into some transactions and I even do it in different days. Black swan events, attacks on the network won't stay too long and by splitting my fund on the move into different transactions and days, I will reduce the risk.
If I move it in only one transaction, when shit happens, I lose all.