Apparently a trans-allegory...
... according to this article:
https://www.vanityfair.com/hollywood/2020/08/the-matrix-trans-allegory-lilly-wachowski
A quote:
"Twenty-one years after her breakthrough film’s release, Lilly Wachowski has finally confirmed theories about the trans allegory at the heart of The Matrix, the blockbuster film franchise she codirected with her sister Lana."
I have never read or heard that the Matrix series was an allegory for the trans experience. I'm calling bulls**t... it's a form of retconning to generate interest in the next movie, no doubt suggested by PR people. For me, the series was really done after the first one... the next two didn't add anything to the concept.