Hmmm.
Disagree.
There is a difference between Monty choosing at random and after looking. Only in the second case do the odds not change. Because if he can look, it's a sure thing that if he started with the big prize and showed you 998 losers, he still has it, whereas if he has been choosing at random, each reveal that is not the big prize changes the current odds.
What doesn't change is the original odds. Consider this: Monty has only one box left after revealing 998 empty ones, he shows it to you, and it's empty. Have your odds of winning changed then? Sure. Assuming that one of the boxes was the winner, you have it, sure thing, 100%, correct? When you started, your odds were 1/1000 = 0.1%, correct? Either the odds have been changing with each negative reveal, or the change only came with the last one, because somehow, we went from a 0.1% likelihood of holding the winner to 100%.
I say the odds have been changing with each reveal. If you disagree, but agree that they have gone from a 0.1% chance 999 reveals ago to 100% chance now, did the change occur incrementally throughout the process, or did the probability collapsed with just the last reveals? It happened somewhere.
What hasn't changed are the original odds. Yes, you won, and it was true all along that you began with 1 chance in 1000, even after you know you won. You can now say with 100% certainty after that 999th reveal that you had had only 1 chance in a 1000, and won. Only if Monty has been selecting empty boxes to show you that he knew were empty when he showed them does the odds remain 1 in 1000 for you when you are down to one box each.
It's my opinion that if you are down to one box each, and Monty has been looking, he still is 999 times more likely to be holding the the winner than you, but if his choices have been random like yours was when you chose it, you each have a box that started with 1 chance in 1000 of being the winner, but now, 998 reveals later, each of you have a 50/50 chance of winning, and neither of you know who chose the winner until after the 999th reveal.
Can you find a flaw in that argument? I can't.