When I think of the Matrix, Neo was unsatisfied by the life he had in the Matrix. But when he left, it was hard. A whole way of life gone - Replaced with crummy food and uncomfortable living conditions. But once he found people he could rely on and trust, he got his life going again.
I haven't found friends in the world and that is because I haven't pushed myself. I hate that I'm old and out of shape and have crummy coping skills.
But I would never go back to the lies. I hate how they use people. They are worse than parasites because it is a thinking choice to take advantage of others.
And like a previous poster said, I also mourn all of the dead in history that will never get another chance. Even if I didn't expect to be in paradise, I wanted my grandma who was the nicest sweetest person and was disabled most of her adult life, to be young and healthy again.