That was what I thought when they released The Matrix Reloaded, and later in The Matrix Revolutions, when Neo exhibits super-natural powers in the "real" world. Giving the posibility that the "real" world could be just another simulated reality.
The idea of a "dream within a dream" was probably popularized by the Edgar Allan Poe poem, published in 1849, and so the idea has had time to pervade the public meme space.
No, a pretty much official explanation exists. And the question is not really "open". As I've stated in this answer, it's explained by the fact that when Neo comes into contact with the Source (i.e. when he meets the Architect), his brain becomes a wireless connection.
After all, the real time in the Matrix franchise is set in a tech-wise advanced future, so why shouldn't a much more powerful wireless connection exist? I think the term wireless here is used to explain the concept of the "without wires" kind of technology, and not necessarily the actual wireless connection we all currently know.
The fact that Neo can, for example, affect the Sentinels with viruses wirelessly is not that absurd in a Sci-fi franchise like the Matrix.
I think the answer is that it was suggested a supermatrix, because it's more likely within the matrix's universe, considering the machine's cold logic, but the idea was possible abandoned.
Why a super-matrix?
The machines where able to defeat Neo and Agent Smith, and his viral propagation, at the same time, and took Zion after the battle.
If the machines' ultimate goal was to end the conspiracy. Why they didn't exterminate every free human being. If the reason was that machines were "man" of his word, I pass thanks.
But, if there were a super-matrix, they could allow the free humans to continue living, just because they were more useful conected to the super-matrix.
Was the super-matrix idea abandoned?
After so many years, I think so. Maybe they couldn't explain in a credible way how the free humans would know when they definitely defeated the machines... if there could be a super-matrix, why not many nested matrix layers each with a diferent simulated reality even more "real" that the previous one.