Duh. OK, it sort of makes sense. Well, almost. In fact, it has a couple of glaring holes in the plot, but I won't dwell on it. After all, it's just a movie.
At least, I think it's just a movie. There's some pretty weird stuff out there... But I guess dressing in black and wearing sunglasses at night under a pouring rainstorm takes the biscuit.
...and The Debunked Theories
Just came across Matrix Resolutions, which summarizes some of the things people wanted to get an answer for in the third movie.