For many years, my mother read many science fiction books. In a very interesting conversation I had with her, she said that she actually got the general feeling that all science fiction can be reduced to a search for God. As an example, she cited Robert A. Heinlein's Stranger in a Strange Land as the book that first comes to mind, and 2001: Space Odyssey as the movie that first comes to mind. She had a good point: even those science fiction shows I named that seemed at first to have nothing to do with God still had to do with searching the unknown, which always carries the possibility of finding something supernatural.
I have since realized that we see similar themes in today's movies. In War of the Worlds, all of humanity ends up being saved by sickness and disease, the one thing we always thought we were given just to make our lives miserable. This would be evidence for God's existence in the movie. In Signs, the family is saved by signs from God, including the daughter's quirky habit of leaving glasses of water around the house (the cumulation of these impossibly unlikely signs is evidence for God's existence).
This could apply on a less obvious level to the Matrix movies, because we have computers trying to understand human choice. If our free will to make irrational choices were something only truly observable by God (something that is a direct result of our spirit), then computers will never understand irrational human choice because there is no way to model a spirit with computers. In this case, machines would be searching for the nonexistent chemical explanation behind God-given free will.
Just as free will is what makes our existence even remotely meaningful for God (because some choose to love God despite the fact that they could choose not to), choice is also what finally made the Matrix tick. The first two Matrix failures tried to get humans to accept a reality that goes completely against the most fundamental rule of God's universe: free will.
The down side of having free will is that we are allowed to sin. If we look at human rejection within the Matrix as sin (remember that human rejection is what the One "washes away" every time he chooses the right door), then that would make Zion a city of sinners (Hell), because all of those in Zion rejected the Matrix. This is further reinforced by Mouse when he talks about "human impluse", spoken in the context of trying to persuade Neo to meet with the woman in the red dress (red clearly symbolizing evil/sin).:
Mouse: To deny our own impulses is to deny the very thing that makes us human.
This has a dual meaning: 1) the first choiceless Matrix versions denied irrational human choice and therefore denied the free will of humans, and 2) sin is exactly what makes someone human - it is part of the reality of being human and not being a machine. Little does Mouse know, Neo is as close to "machine" as a human can get (see Neo: The Machine), and Neo (Jesus) doesn't seem to even give Mouse's offer (temptation) consideration.
Another thing that supports my Zion/Hell idea is the sinful scene in Zion in which Neo and Trinity make love while Zionists dance in very suggestive ways (even showing lesbians dancing lustfully). This scene is given the title "Celebrating humanity" in the scene index of the M2 DVD. This is obviously to say that humans in Zion are celebrating their sinfulness, which (according to Mouse) is what makes humans human.
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