Yeah, that bothered me, too. There is a scene in Goldeneye that I had a similar reaction to. James Bond gunning down Soviet soldiers and agents trying to kill him is one thing. James Bond gunning down a bunch of Russian police officers just doing their job is another.
That scene is an Al-Queda blueprint attack on an office building in the US. What is more disturbing is that scene is preceeded by a depiction of an aircraft crashing into a skyscraper. Looked cool when it first came out. After 9-11, terrorists (which is what Morpheus is) aren't so cool.