The matrix within a matrix theory is often held up by those that didnt understand the plot.

Thematically the 3 movies are about: Birth, life and death. Nice little bit of info from the bros. W

In answer to the orginal question 4) The Oracle asks about those that want out of the Matrix - however not that many people will want out as they just arent aware of whats going on in there life - jsut as in our real world some people really arent aware of whats really going on in life.

Alot of peeps seem to dislike the sequels - presumably because the first movie makes it all look nice and simple then half way through the second movie you realise that things are alot more complicated than you think - alot like life really LOL!