In the matrix the world is an illusion, and when you escape the matrix you discover another world that is even shittier than the illusion.

A world in which human bodies are used to provide energy to run the matrix (where do these bodies get their energy from isn't explained - presumably from the sun which is used to grow crops to feed the human bodies (but why not use sheep? - or just use the sun directly) - but then why would they need to develop a matrix?)
None of it made any sense.