There are no exact records of how many people lived in Rome in ancient times, but its peak population, in ancient times, was estimated at anywhere between 500,000 and several million. Although Rome had a census, and kept written records, it is unknown whether the census counted just freeman, or just heads of household. It is not likely that they counted slaves, which consisted of about one third of the population.
As for Asgra, the 2 million count includes not only those living (and visiting) within the walls of the city, but also the urban sprawl that has spread for miles all around the city. There are places within the city, mainly in the poorer sections, where the population is very dense, even unhealthily so, but it is a mere fraction of that nearer to the nobles quarters where they prefer their space. The population grows in density the closer one is to the docks, and towards the East.
Most of the buildings are 2 or 3 stories, but there are a few towers that are much higher, and the Emperor's Castle is quite tall as well as massive for it also houses much of the Asgran Army, but it consists of many interlinking compounds rather then a single building.