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it comes from the idea that The Architect had trouble designing a matrix that people would accept
through multiple trial and error versions he was frustrated with failure as humans refused to believe and 'woke up', also there was a problem with the anomality that is 'the one' which wakes up humans
with help of a lesser mind he stumbled accross a simple solution - create another matrix that would be more believable by those who disbelieved the first one in which humans create Zion, fight the machines and in their struggle believe they are free because throughout studying human history The Architect and his lovely assistant learned through struggle and feelings of 'greater purpose' life would seem more real for humans
Neo stopping the Sentinels and going into a coma (waking up for the second time), along with Agent smith learning about the 2nd matrix and becoming involved in it just reinforces that idea.
To those people who think Zion is real answer this question
Why would the Architect purposly free people's minds and lose out on 250,000 'batteries' ? If only one Matrix existed he would never allow 'The One' to be freed and free so many people.
However this way with people being 'freed' from the matrix into Zion they believe they are free and fully accept the 2nd Matrix. The Architect himself said it took many tries to create and figure out something like that, and he had help from a female. Matrix being 'much older than you think' would enforce that idea since it's so perfected 99.9% of people accept it.
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