Continuity mistake: In the subway fight sequence between Neo and Smith, you see Smith swing his right fist toward Neo. When the camera cuts to a closer shot, Smith is swinging his left fist toward Neo.
Revealing mistake: When Neo stops the bullets being shot at him in mid air and they fall, you can see that there are not grooves in the bullets. As a bullet passes through a barrel, it picks up the impressions of the lands and grooves of the barrel. Since the Matrix is a simulation of our world, including the involved physics, the lack of rifling grooves is an oversight by the special effects team.
Other mistake: The date of birth shown in Neo's passport is 13th September 1971. The date of birth shown in his security file is 11th March 1962.
Continuity mistake: In the "Deja vu" scene, Neo uses a CZ99 pistol to shoot through the wall at the police officer, but when Agent Smith bursts through the wall and grabs him, Neo is holding a Glock 17.
Revealing mistake: In the scene when Trinity makes it back, after Morpheus is taken, she hugs Tank. When she hugs him, you can see that she doesn't have a jack in the back of her head.
Other mistake: In the scene where Cypher is sitting on Morpheus right after betraying him, Morpheus is still plugged into the Matrix. Yet he can be seen blinking just before the scene cuts away. It can be seen when the camera cuts to behind his head.
Chosen answer: No, they don't address it, other than Morpheus' speech during the test. It's not something that they have any realistic choice about, so they just have to accept it and do what they need to do. Mouse, yes, he chooses to defend himself when cornered, but who wouldn't? These may be innocent victims of the Matrix he's shooting at, but they're still there to kill him - he's hardly going to stand there and accept his fate meekly. There's also no indication that the guards were "completely prepared" to let Neo and Trinity into what's clearly a high security building, undoubtedly they would have been asked for identification, what their purpose was there and so forth and turned away if, as seems likely, their answers weren't satisfactory. Shooting their way in from the start is likely their only option. Yes, it's absolutely ethically unfortunate, but if they're going to resist the machines successfully, it's not something they have any choice about. A necessary evil.
Tailkinker