We live - to a considerable extent, at least - in a Matrix, a fake world, a simulation/ hologram, a 'virtuality' that corresponds (approximately) to the 'information' system - the mass media and bureaucracy, supplemented by institutions such as education and the propaganda systems of health services, the legal system etc.
Those who use the term The Matrix for this single, global meta-system regard it as a malign thing, an evil-motivated thing, a deceptive and manipulative thing: aimed at feeding people false perceptions and data, and making people behave against their best interests.
However, for The Matrix to be a fake, entails that there must also be a contrastive reality - somewhere, somehow. And here opinion differs; and differs widely.
For some people, including many New Age-type spiritual folk; The Matrix is merely a modern term for the fundamentally illusory nature of this world ('maya'). Matrix-ness is a consequence of 'matter' and the transitoriness of the material. So mortal life on this earth just-is (necessarily and inevitably and always) illusion. The only escape from The Matrix is into the timeless world of pure spirit.
For some Christians; the illusory nature of this world is a product of The Fall - this world is meant to be real, it was intended to be without-change, without-decay or disease, without death - but due to wrong choices, sin came into the world. So, The Matrix is regarded as a consequence of sin; and the only possible escape would be Heaven (which is seen as changeless perfection; outside of time and space).
For me, The Matrix is a fake world wickedly superimposed-upon and obscuring the real-reality of this mortal life on earth. For me; mortal life on earth is a real-reality; intentionally-'designed' to be as it is which is always-changing and terminated by death - because it has been created by God as a temporary phase of mortal incarnation; sandwiched between our preceding, pre-mortal Heavenly life as a spirit and (if we choose it) our post-mortal Heavenly life as a resurrected immortal.
For me; The Matrix is a fake world that is intrinsically net-evil when regarded as the true-reality; and is only legitimate if it is subordinated to our personal knowledge and experience of the real world.
By my understanding, therefore; to escape The Matrix is not a matter of leaving this world and/or our bodies; but of penetrating a pervasive illusion; to discover the reality, the truth and divinity inside our-selves and all around us; a reality that is always present but masked, blocked, buried; imprisoned by abstractions, ignoring and denial.
Escaping The Matrix is a matter of discovering the divine self underneath the false selves of 'personality'; and of discovering (by direct knowing, by true intuition) the personally-experienced reality of living Beings behind the screen of abstract concepts and data.