I believe* that the reason is nothing to do with the void context. for is optimised to treat the range operator as an iterator, by which I mean it doesn't generate a list of 1_000_000 scalars, it simply supplies the next incremented value as $_ for each iteration.

map on the other hand doesn't have this optimisation and so a very large list is generated as the input to map. This is what (briefly) consumes the memory. For short ranges this isn't a problem, but for larger ones, it's worth avoiding.

* I'm fairly confident that this is the case, but it is acquired knowledge rather than something I can point my finger at the sources and say "There".