My theory is that 'The Matrix' that they enter in the movie is actually a Matrix within a Matrix. Xion is just another illusion. Why else would this be the 6th time that Xion would be rebuilt. And why would Neo be able to send that EMP at the end?
Also, yup, that's definately Bane in the ending scene.
This movie just set up WAY too many questions to be answered, which I don't have a problem with. Because now I know that Revolutions will be INCREDIBLE. It will explain it all, and it's only a couple months away.
Threaded Mode