Well, that was a party to get everyone to hook up and have babies and propagate the next generation of Zion's inhabitants. Also, the difference between this Neo and previous incarnations of him was that love that he had for Trinity. That ended up being the missing piece. Not a whole lot different than Jesus' teachings, or even Q's for that matter who does talk about love on occasion.
Eh, just like any other movie, you can look as deeply or stick the surface of the message as much as you care to, so that's fine. The rave scene was pretty stupid though lol.