Gray answers that way because he is a Machine. He lacks the ability to comprehend certain values that you and I do. For the Machines, control IS neccessary. We, humans, give them life. Is it right? Maybe not from our perspective. Was it right for us to raise cattle in a farm to be slaughtered and eaten? I know we're comparing apples and oranges, but the nature of the question remains the same.
For the record, I do not support the slavery of humanity. BUT, I do believe that the ONLY way that we are going to be able to move on and to see our people free one day is to work with the Machines towards peace, and to get them to be able to trust us again.
You people that think this problem can be solved overnight by destroying the Matrix are kidding yourselves. First off, the most likely scenario would be that all those folks plugged in would die. You're talking the deaths of millions, maybe even billions, of humans. Are you going to give them the choice whether they want to die or not? But, let's say you can bring the Matrix down and still keep everyone alive, 99% of those people will probably die because they were not ready to be freed. As for everyone else, how will you support them? Clothe them? Feed them? The surface cannot support life right now, and Zion isn't THAT big to hold all of humanity.
We need to work to get that sky cleared before we start talking about freeing all of humanity. And for those of you guys that think the Machines have the capability of clearing the sky... you're dead wrong. If they did, they would've done it already. The sun is a MUCH more reliable and stable source of energy then a human being.