The Wachowskis make no effort to hide the Matrix-Within-Matrix (MWM) question. It begins in the first movie, when Morpheus tells Neo that all of our senses can be reduced to nothing more than electrical impulses our brain receives. At that point, we are forced to ponder our own existence and whether it can also be reduced to the same thing. The question is continued in the Animatrix short film, Matriculated, when we even get a direct philosophical discussion about this very MWM idea between the scientist and the main female character. As we're set up to wonder about this theory all throughout the movies, we think we have arrived at the answer when we see Neo destroy sentinels with his mind.
But as we find out from the Oracle in the third movie, Neo's gifts extend "beyond this world" (meaning outside of virtual reality, in the real world), and this power is derived from his ability to connect to the Source (see Neo's Powers: Stop Sentinels). I think the Wachowskis simply wanted people to leave the movies wondering, "What if my life were being lived in a Matrix - how would I know?" A movie premise such as the Matrix begs us to ask this question of ourselves, but such begging doesn't mean that it necessarily has to be the truth behind the movie itself.
First, Neo is only able to bend rules that are a direct result of his interaction with machines in the real world. His "blind vision" allows him to only see machines, and his ability to destroy physical things in the real world applies only to sentinels and sentinel bombs. Never do we see Neo bend spoons, do his "Superman thing" or resurrect Trinity from death in the real world. If the real world were just another layer of virtual reality on top of the Matrix, Neo would likely be able to do a lot more than just affect and interact with machines.
This is by far the strongest clue. Consider how desperate of an argument one would have to make in order to justify why Neo chooses only to bend rules that have to do with machines, but doesn't bother to discover any other bendable rule in his new reality, even when the life of his loved one is at stake. No matter what the justification is, it's always a stretch.
In order to believe the Matrix is inside of another Matrix, we have to believe the following asides and points of audience deception occur in the movies:
The other option is to believe that machines such as the Oracle, Architect, Merovingian, Agents/Sentinels, etc. are also enslaved as programs running in various levels of the Matrix. In this case, nothing that happens in any of the movies makes any difference. Smith was a lie, the Architect is a moron, and the salvation Neo provided was just a big farce. Under this assumption, why even bother watching the movies?
If the Matrix were within another Matrix, why would the machines let the humans know their true enemy in the first place? Why wouldn't the second Matrix level just be another pleasant reality void of scorched skies and sentinels? A much more effective strategy than letting humans think they're fighting machines is to let humans wonder what in the world they're fighting at all, if anything. Humans would even be forced to consider the possibility that God is responsible for creating a mysterious world that has various levels of reality that simply cannot be escaped and are not meant to be escaped. Just as we cannot fix something if we do not know it's broken, we also cannot fight an enemy we've never seen, heard, or felt.
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