"No-one else to care about, is there?
"And San, wouldn't the System simply destroy Human terrorists running around the Matrix? Things do not end up that neatly in real life, and the will to survive is very strong.
"To be unwanted as a Machine is a difficult position. Machines take up power, and power is valuable. A Machine that is no longer fulfilling a purpose is meant to return to the Mainframe- the Source- and there his resources will become used for a different purpose. But that brings your existence as you know it to an end, and Machines, as you know all too well, are sentient and thinking beings and many do not like that idea. So they would flee, and hide, and there is only one place to flee too.
"Now, why would a Machine be unwanted? Well. Machines can break down, physically or even mentally. Sometimes they just don't want to do their job any more. Perhaps they are being replaced. The two programmes you call indestructible once did the jobs that Agents now do. But being impervious to harm brought a certain dangerous quality to their mindset over time, and led to disruption that was greater even than that they were meant to stop. Of course, by their very nature, they were very difficult indeed for the System to destroy once they were not needed. And sometimes... sometimes Machines just change their mind about what they want to be. The Machine who was selling that key is far happier in here than he ever was out there.
"But sometimes it is none of those things. For some Machines, it is just a matter of where existence takes them. To the North of the city are the Mountains, as you call them. Deep in those Mountains, there is a Monastery. The Monastery and the Monks within have been there for a long time. But no Human has ever been there. Inside the Monastery is a door, a very old door. The key unlocks that door."