If you go back and re-watch the 1st movie, it's obvious they were struggling with identity issues.
The heroes of the story reject the names society gave them in favor of the names they gave themselves (thomas anderson/neo,etc)
Their clothing becomes more and more androgynous.
The Agents are clearly the patriarchy enforcing social gender norms.
The first time Neo meets Trinity he says "I thought you were a man," and she responds "Most guys do."