do you really think they gave neo a choice, or did it only appear that they gave neo a choice? Remember the whole conversation he had right before he chose the door? As long as he thinks he has a choice he will accept it. Just like the matrix people. The machines wouldn't let him choose to destroy the matrix, think about it.
RIght, sorry if this has been said before.......
They haven't really left the matrix!
The "real world" is like a safety net, designed to stop people from escaping the matrix, the machines destroy Zion because they don't want the One to learn the truth, that they haven't escaped.
Thats why Neo can feel and stop the Sentinels because they are just like any other program in the matrix. The machines made the safety net nasty an apocolyptic to try to stop lots of people trying to escape the Matrix, the real world is probably quite nice, it won't have had any humans around to mess it up!