"...as a species, human beings define their reality through suffering and misery." A quote from Agent Smith. He also said that early in the Matrix the AI had created a perfect world for the humans, but that the humans rejected it. These two thoughts along with something from the third movie led me to thinking that the real world, out of the matrix, was yet another piece of the matrix. Before Neo was released he was unhappy with reality, saying that something just felt wrong, perhaps rejecting reality because it wasnt difficult enough, much as the humans did long ago. The "real" world out of the matrix acts like a safety net for people who cannot handle the reality they were first given. In their real world they constantly suffer and are miserable, constantly having to risk their lives, without good food which makes it seem more real for them.