Red, out of sheer curiosity and the realization that it is probably the better choice. If I'm remembering the film, by the time Neo is offered the choice, he is well aware that some crazy shit is going on. He's experienced having his mouth disappear(!) while a parasite bloodlessly enters his belly, he's been guided through an office by a guy who couldn't possibly be able to see all of the obstacles that he helps Neo to avoid, he has had the parasite bloodlessy removed by some strange freedom-fighter types who seem at least to be trying to help him (unlike the agents). After all of that, the choice is what the movie intends: are you going to take hold of your life and shape your own fate, or would you prefer that someone else do it for you while you hang there like a docile puppet?
"Well, evolution is a theory. It is also a fact. And facts and theories are different things, not rungs in a hierarchy of increasing certainty. Facts are the world's data. Theories are structures of ideas that explain and interpret facts. Facts don't go away when scientists debate rival theories to explain them. Einstein's theory of gravitation replaced Newton's in this century, but apples didn't suspend themselves in midair, pending the outcome. And humans evolved from ape- like ancestors whether they did so by Darwin's proposed mechanism or by some other yet to be discovered."
-Stephen Jay Gould
-Stephen Jay Gould