No, please, say it ain't so!

This one is so blatantly obvious that I got to wondering... maybe the scammer is more clever than would appear at first glance. I can think of two reasons for him to send out these emails.
(1) Assuming he gets any responses at all, he has what he needs to build a very nice mailing list of
stupid people, complete with useful demographic information, that he can then sell to other scammers.
(2) Assuming he gets any responses at all, he has filtered out people who are smart enough to realize how ludicrous the proposal is, and he can concentrate his efforts on the few who respond and increase his chances of getting the information he needs to successfully scam them.
He could have
greatly increased the effectiveness of his scam by reducing the dollar amount to a reasonable number. Instead of $2,500,000, $250 would have been much more believable and in the case of (1) above would have generated far more responses.
Note that he starts out asking for relatively harmless information, hoping for a response of "Hey, I've got nothing to lose, why not?" Then, if he's really good, he'll lead you on, one tiny step at a time until, when it's all done and you've been scammed you'll look back with amazement wondering how you could have been so dumb as to tell him all those things.
tanstaafl.