Well the effect of Millhouse is on your ENEMY, so the opposing player has to play it.
Millhouse - 2 mana - 4/4 - battlecry: Enemy spells cost 0 mana next turn.
In terms of attack/defense, he's extremely strong for that mana level. Without the battlecry, he'd give you easy field dominance. Because there's literally no way (I can think of) to clear him with 2 or 3 mana, alone. He'd essentially be guaranteed to survive at least one enemy turn. Two, depending on if you went first/second.
So the counterbalance is that enemy spells cost no mana the next turn. That gives your opponent a chance to clear him IF they have spells they can combo together or combo with a minion you already have out.
But even if you never have an attack phase with him as a result of that, he's still a really solid card. Your opponent will generally need to use at least 2 cards to clear him (reducing the size of their hand) or burn a card that they could have used later (like fireball, which does 6 damage).
But, thing is, spell-heavy draws are typically something you end up with by accident in most decks, because early on you want to be playing minions, not burning spells. So Millhouse has a solid chance of surviving to wreck even more havok.
The battlecry effect can definitely be a really big boon to your enemy. But it's also an effect they might have no good chance of exploiting. It's a gamble, but you stand to win from it.
The case of your enemy insta-winning because of it is incredibly unlikely. It would take 2 pyroblasts and 2 fireballs to make that happen. Pyroblast is 10 mana for 10 damage, and NO ONE is going to keep that in their drawing hand if they can avoid it, so the chances of you getting hit with it are already reduced. 2 is incredibly unlikely, unless the RNG god really hated whoever had Millhouse in their deck.
Same with Fireball. MAYBE you'd keep 1. But it's a 4-mana spell, and a 4-mana spell you typically hold of on using on turn 4 if you can avoid it, because it can clear much scarier minions than most things available on turn 4. So you won't keep 2.
It's possible for this to happen, sure. But "possible" in the sense of it being INCREDIBLY unlikely.
Like, your deck is 30 cards. So that's a 1/30 (opponent draws Millhouse) * (your draw chances) 1/30 * 1/29 * 1/28 * 1/27 = 5.06801273e-8 = .00000005068
And it's actually lower, because we didn't consider the chances of drawing pyros or fireballs initially against the chance of discarding them (thereby completing removing the chance of the insta victory).
It COULD happen. But it's really, really, really unlikely.
So, yeah, Millhouse comes with the risk of getting a Pyro to the face. But that's the gamble you take in placing a really strong minion on the board that early. And Pyro is still just 10 damage. They might shoot to your face, and they might clear Millhouse. Ideally, they shoot to the face, so you still have Millhouse, because who cares? You have less health but a HUGE tempo advantage so early. If they clear Millhouse, oh well. It's pretty much the one way you didn't end up with a temp advantage by playing him. And that's partly because Pyros are already a high-risk card to have in your deck, since you can't use them until 10 mana.
Anyways, you all are horrible, @#%^ed up people
Never underestimate the healing power of a massive dong.