A possible answer might lie in changes made to the premise of the Matrix during the making of the first movie.
The original plan had the machines constructing the Matrix to link humans together as neural computing units. It would have been easy to explain any feature of the virtual reality by saying that was just how the dreaming parts of the mind experienced the computations being fed to them.
But someone thought that "human minds = processors in a network" was too complicated for movie watchers to grasp, so it got changed to "they're keeping us around for our body heat", which unfortunately left the plot hole of why the machines didn't commit some psychosurgery to make everyone a lot more tractable.