I thought at first this was a love song, that Lady Gaga was singing about still being devoted to her lover, despite him giving her "a million reasons to let go and quit the show (relationship)".

Having looked at the video clip and the performances of this song, it seems Lady Gaga was actually addressing the media and how they got sick of her and her craziness and wanted her to just go.

What do you think?

From the song's wikipedia page:

During the Dive Bar Tour, Gaga recalled that she and musician Hillary Lindsey were seated in couches and having a back-and-forth conversation with guitar and piano. The singer asked questions about the men in her life, including her father and boyfriends, wondering why they would give her million reasons to leave them, but all she wanted was to have one reason to stay.... Lindsey remembered that Gaga's personal experiences and stories resulted in many ideas for songs. "Million Reasons" was similarly picked from their conversations, including the title phrase. It was a straightforward songwriting session according to Lindsey, with Gaga using an old school typewriter."

she said it was about her leaving the business...probably her only great song