I'm writing a lot of little batch programs in my job. Like get those 1M records from db. Process them with an algorithm and write to results to this other table. I think you should write faster with Python. But performance of the processing is also important and LINQ helps a lot with the writing time.
That'll of course depend completely on the nature of the things you do with those records you get from the database, but 1M recors don't seem like much (do you join them with something?).
But if LINQ is what you need, well, Python may have a similar or not, depending on how you use it, but there is no reason for you to start writting C# in Python.