Magdalene
All Morpheus had known, as he looked up to see the eerie metal ballet above him, was that somehow Neo had drawn a truce. Naturally he had been elated at the time. He had not known what the price was for that truce, for the prophecy had never gone this far before. Maybe he'd assumed that the immortals cannot die.
And that was what would break him in the end: the knowing rather than the not-knowing
For although he realized, somewhere, that Neo coming back after defeating singlehandedly the head of the machines wasn't quite likely, he knew in his soul that he was going to show up at the gates of Zion three days later. Knew it the same way that he knew Neo was the One.
Unfortunately, that is not what this story is about. This is not about what we would have liked to happen, but what did happen: and sometimes in our history we have to accept that while it can have a solemn beauty, truth, it isn't as good as what we can imagine.
For Morpheus's assumption was wrong. Neo and Trinity died that night, for truth and for love and for reasons we don't know, but they died.
So this is the story of what did happen: how their captain realized that he had to bring them back home, one last time.