I don'y think the two options left if you live in the matrix are that bad. I mean, yeah, you don't know that what you're living is a lie (in the first case) but still you can be happy doing what a normal people do, as falling in love, go to the movies, play Privateer
etc., and in the second choice (if you get out and start being chase by the AI) well, hasn't any of you ever wanted to live as in an action movie, doing things that only people like 007 do? High speed chases, fights, and all of this kind of things? In my personal opinion, I always wanted to have adventures as Indiana Jones or Bruce Willis (in Hard to Die movies). Of course, I don't complain about my "normal" life anyway.
But I also think that the movie has a special message (well, a lot, but one in particular) about that duality of "life choices". The main character has to decide wich pill to take, and in real life we also do. I mean, one pill to forget everything and continue with a normal life, or another pill to face realty and fight to change it. Haven't we all taked that option? You can live your life normally and do what other people do, and be numb and happy, or you can "take the pill and face reality" wich I think it means to think by yourself, start reading the newspapers, care about policy, about things as globalization or ecology, and "fight" to change what you don't like (in my personal case that would be intolerance, stupidity, fascism, etc) to make the world a better place. But of course, that's just my opinion and what I understood about the movie