PRNGs are ultimately machines, they produce data from an input, even if that input is obscured from whoever receives the output. Statistical tests for randomness are still very valid and very important for PRNGs, and your dismissal of them is premature. Three million zeroes is so wildly improbable that any PRNG that for a reasonable seed value would produce such a sequence would be intensely scrutinized to determine if other seeds exhibited such behavior. If Dual_EC_DRBG exhibited that behavior, the cryptographic community's reaction would be swift.
The issue here is the entropy of such a sequence is extremely low, and while low entropy PRNGs do exist, and they are not considered good for cryptographic purposes. If algorithmic weaknesses led to long stable and highly compressible sequences, or rather, sequences with a very low entropy (as measured by say, Kolmogorov complexity) would be considered suspect.
Determining Kolmogorov complexity is itself a difficult problem, it's the problem of finding the shortest program (in a theoretical computer science sense) that produces a given output. And the complexity of that sequence is trivial, which is a huge problem for PRNGs. If every other seed had an extraordinarily high complexity with lots of hidden state, then maybe it would be considered, but I suspect not.