If this is an allegory, what is he saying? That we don't REALLY have enemies overseas? I don't understand.
I'm not certain it is allegory. Many have attempted to classify Tolkien's Lord of the Rings as allegory to WWII, when the author stridently claims otherwise.
One could easily claim this is an anti-Bush film, allegorically suggesting the government lies to us to keep us afraid and under control, but I choose to look at the message as being more of a general one: Dare to think for yourself. Take nothing at face value. Question what you are told. Don't let others form your opinion for you. Face rather than fear the unknown.
There'd be a lot more conservatives than liberals if more of us took that message to heart. :)