The concept of the Matrix --- et al, a form of self-delusion fueled by egoic desires of the flesh --- is not unique to Islam. The apostle Paul described the Matrix quite well in I Corinthians 13:12. Hindus call it Maya. Plato wrote about it in his Cave analogy. Personally, I think Capitalism fits the description as well.
In each case, the idea is that mortals are living in a fantasy world. They think the unreal is real and the real is unreal. This misperception serves as a form of self [Self?] enslavement.
To escape the Matrix, one has to have "eyes that see". Hence, in the Matrix movies, Neo is told "no one can tell you what the Matrix is, you have to see it for yourself". Interestingly, at the end of the 3rd and final Matrix movie, Neo's _physical_ eyes are blinded by Smith [an obvious symbol for the ultimate antagonist, Satan]. But, note, even with _physical_ eyes blinded, Neo is able to see the Source which is a being of Light clearly meant to be God [the ultimate protagonist].
Conclusion. Regardless of which religion, or philosophical world view, you adhere to, you still end up enslaved to the Matrix until you figure out that the material world, the world which you perceive with your physical senses, is a shadow of the Real World.
The Real World is ... the Kingdom of God within ... the Self.
But, of course, my telling you that means nothing. You have to see it for yourself.