My wife and I finished 4 last night. After seeing John get struck full on by multiple speeding vehicles, fall off various multistory buildings, bounce off ledges and fire escapes and then hit the ground from eight or ten stories in the air, get hammered by multiple bullets and thrown weapons, punches, kicks, etc, and continue fighting with undiminished capacity, I had made the only logical conclusion I could - that this franchise would end revealing John had been sent back in time to murder Sarah Conner.
But then all the weird hallucinatory dreamlike desert shit with The Elder clued me as to what is really happening - Neo is simply enjoying a full immersion VR fighting game for a few minutes rest before he gets back to the arduous task of rebuilding a ruined Earth.
Yeah, yeah. That's the ticket. It's the Neo thing.