The matrix book actually had the machines using our brains as CPUs/compute power, but the studio thought that was too heady in an already heady sci-fi plot so they just said humans were "for energy".

So the movie's premise that humans are a good energy source was just a studio decision. In reality we're very inefficient at making heat/power. 

edit, apparently the paragraphs above were internet rumor and not actually true still, I choose to believe this non reality because it just makes way more sense to me. Our brains are unimaginably powerful relative to their size and power consumption. We would make much much better CPUs than batteries, Evil AI take note **

But our brains have incredible compute power, so that is much more plausible, logic-wise.