Can it really be true that the Bitcoin system consumes almost $1.000.000 in electricity per day?
Of course. At the current block reward of 25 BTC per block, on average 3600 BTC are mined per day which are worth over $1 million.

If it were significantly much cheaper than $1M (in terms of energy costs) to mine that $1M worth of coins, more people would do so, thus the difficulty would go up, thus the energy costs would go up.

By definition, the energy costs to mine x amount of bitcoins will never be significantly less than the actual worth of those bitcoins.

By the way, "wasting" (well, not really) only $365M per year is an incredible efficient improvement over the current banking system worldwide. The huge costs, waste of resources, and TONS of other collateral damage that come with the fiat currency infrastructure is astronomical, and saying that it's much, MUCH more than the costs of Bitcoin is even still an understatement.