The real twist is in the architecht's speech.

Neo is supposed to return to the source, completing the imbalanced equation, which suggests that as a result of choosing 12 male and 12 female to rebuild Zion, that Zion is in fact a part of the Matrix.

Also, the point of the Matrix is to keep the enslaved humans content so they can continue to be a source of energy without rebelling inthe "real world". The machines also have AI, so the point about existing is the same for the machines as the humans -that's sort of the point of the film