I base this answer on nothing more than the thoughts I had while I watched The Matrix for the very first time.
In The Matrix movie we observe that at some point humans create AI. Suppose that AI wished to reproduce and discovered it did not know the secrets that humans used to create the AIs.
Why then it might make sense for that AI to plug humans (who did eventually solve the problem) into an environment that simulates the environment in which they were able to solve it. Since this time the machines are watching, then they will discover how humans create new AIs.
My solution provides a very neat and scientifically interesting plot twist to the original The Matrix movie and it explains why they chose the specific setting (time & place) of that simulation (they wanted to recreate the environment that lead to the creation of the first AI) but it blows the sequels out of the water :(
but I never liked those anyway...