What this means to me is that if you don't understand somebodies choice, then you just have to consider them mad, or learn the reason behind the choice.
Neo doesn't understand the Oracle's choices, Agent Smith doesn't understand Neo's or the Oracles's choices, Nobody understands Morpheus's choices. It's all about knowledge and the correct application of it in the face of pressure.
It's possible that you can make the right choice even though you don't understand it, this suggests to me the illusion of choice and of free will, in this case all you have is the ability to play your part and understand afterwards why you did what you did.
Understanding a choice brings new insight and further choices, it's hard work to reach an understanding of what is going on around you. Many will never understand this film and just write it off as being rubbish. However if you study and learn and reach a point where you can understand what it is about, then it becomes a bigger experience.
One of the biggest clues to the nature of the whole Matrix story is in the name of this film; Revolutions.
Not revolution, but its plural. This is not just a cute tag line stating that the humans hold a revolution against the machines, but instead it refers to the nature of the Matrix, it goes round and round and round, it revolves.
Life like the Matrix is the same process; the universe revolves around it's centre, the galaxy revolves about a spiral point, solar systems go round a sun, the earth spins on its axis, weather runs in cycles, the seasons repeat every year, animals have lunar periods, humas operate daily routine, brains run the same thoughts over and over, cells regenerate to a set pattern, it is cyclic.
The end of the film sees the "peace" between machines and humans restored, the two cities are intact and the Matrix is rebuilt. Humans are still trapped in the Matrix, and the machines are still dependant on them, but now the architect has agreed to allow all those who wish to leave the ability to enter or exit the matrix to move freely about the planet.
This revolution is not like its previous ones and it doesn't have to be, the peace that is achieved is really a balanced equation, in line with the humans freedom the machines have a new program. The Satti program is new type of machine that has feelings and is not constrained by logic; the machines have evolved.
The peace that the Architect discusses with the Oracle will last "as long as it has to" and then the cycle will repeat, the anomoly will be revealed and Neo will return.
I have purposely left out the religious connotations here and how they relate to the characters because I don't yet understand them, but suffice to say that the trilogy is an allegory for a human belief system that takes the common parts from many religions.
To help explain this the following are religious locations in the film:
It's about making choices, understanding them, and repeating them over and over again, even if it means that you sacrifice your life.