You're confusing two different kinds of acceleration.
If you have a rocket that is providing sufficient thrust to accelerate at 1/1000 g, it can keep providing that thrust as long as you have fuel. So if you have enough fuel, it will eventually accelerate you to 30,000 km/s relative to your starting point. (At that speed relativistic effects are still pretty small so a Newtonian calculation is fine; at higher speeds you would need to use the relativistic rocket equations.)
But you're talking about a case where the "acceleration" is really free fall along a geodesic in the gravitational field of the galaxy. This "acceleration" is not constant (it gets smaller as you get closer to the galactic center, is zero at the galactic center, and will start to decelerate you once you fly past the galactic center and are climbing out the other side), and the speed it can get you to (if there isn't a black hole at the center) is limited by the depth of the galaxy's gravity well.