However, I'd say it's a philosophical film, not a religious one.

It's neither. It's an ordinary "hero's quest" tale, with all of the usual philosophical baggage and religious symbolism that goes along with it. It's the whole Campbell "Power of Myth" thing, the same stuff Lucas based all the Star Wars movies on. Or heck, for that matter, the whole Lord of the Rings series. I once saw a web site that took Matrix and Star Wars point by point through all of the Power of Myth cliches, I wonder if anyone has a link...