When I wake up, the religious people are on pilgrimage to a temple of latter day Neo. The holy video, they live by their life is in three parts. They know they are a simulation, the holy video explains it and enough evidence to prove that we all can’t be really real, can we?
The holy men believe that the future holds a promise that physics will reveal ultimate theory which will find a way out of matrix, finding real meaning of the life. A dream.