If you consider the case of identical twins, where 1 egg and 1 sperm produce 2 distinct individuals, then it kind of lends itself to the theory that the egg/sperm itself do not contain our actual identity. Therefore, it seems the actual choice of the "winning sperm" doesn't really matter. We aren't "us" until a point later than the actual fertilization, so any of the million sperm would still create the entity you consider yourself. You'd still exist if one of the others was the winner. Otherwise identical twins just don't make sense.