Given any number, take the last digit and add 1 if it's even and subtract 1 if it's odd. You get a bijection between $\{2, 3, 4, \ldots 999999\}\cap E$ and $\{2, 3, 4, \ldots 999999\}\cap O$ where $E$ is the set with odd sums of digits and $O$ is the set with even sums. Then not including $1$ and $1000000$, $O$ and $E$ have the same number of elements. But $1$ and $1000000$ are both in $E$ so $E$ has more.