In The Matrix, the machines won the war against humans. They have incredibly efficient production and lots of energy. What are they doing in the meantime? What purpose do these machines have?
I could imagine them trying to colonise the universe or research the technology to be able to simulate a more and more detailed Matrix, approaching that as a challenge, but why would they bond their purpose with humans so closely?
Industrialization becomes its own justification. As any industry grows the bureaucracy and management needed to maintain it grows as well until it seems that the industry drives existence instead of the other way around. Thus:
They are managing their means of existence which is "human farming". As they became more and more invested in the matrix as a means of existence, the management of the matrix became more and more labor intensive and thus began to be their reason for existence and not just a means to exist.
In The Matrix, the machines won the war against humans. They have incredibly efficient production and lots of energy.
I think this is basically what @KennyPeanuts is saying, but as I understood it, the machines are surviving. With the sun blocked out by the aftermath of the machine-human war (see The Animatrix), the machines actually rely on the humans for energy. That's why their purpose is bonded so closely: they need the humans to survive.
(You'd think they could build some solar panels above the clouds, but if you think about the Matrix too much, it doesn't make much sense at all.)
One thing I think the machines are doing in The Matrix is research on free will. The Matrix seems set up to help answer this age old question. The Oracle has mystical seeming powers that let her see the future, but this is only because she is a somewhat closed system where most of the variables are known. She has a near 100% success rate with her prophecies (from what I can tell, I could have missed something, it's been a while since I've seen the films and I've not looked into much of the extended universe). The machines run a simulation over and over again, keeping as many of the variables the same as possible, this lets them decide with a reasonable certainty if humans (and even programs) have free will.
The Machines are working on their programming to protect humanity by keeping all of the humans sheltered in their pods. They don't seem to have any other interest beyond maintaining The Matrix.
TLDR scenarios, please scrool to the last line! :)
A try to do it without spoiling...
You have to decide whether you trust machines (to some level...) or not, yourself. See Oracle speech in Reloaded.
If you trust them...
The machines don't need this energy. See Architect speech. This means they simply use it because it is available as a side-effect and machines don't do waste.
The important thing is that they are not for the energy. What are they after for?
There are two possibility. The machines need humanity as an equipment for doing whatever they are doing, because it is convenient. Or the machines can use noone else but humanity for something they lack from themselves - in which case they need humanity, not only use.
See Hamann speech.
My hypothesis is either the catastrophic environment of the machines constraint (forces or motivates) them into working on something, in which they find to use humans convenient for; or they lack something not built into them, something that is missing from their very design (themselves), but humans have it, and they extract it; or both.
To combine Scroff's answer into mine, the machines may need (lack) the free will of humans, and the whole matrix thing is because humans tried to destroy them so they do not dare to unleash free will but try to maintain control over it, so to keep it useful and safe.
To further combine Aaron Lowe's answer into mine, they protect humanity from the harsh environment humans created and humans from humans themselves. They also protect the machines themselves from humans. :)
To contrast PennyKeanuts' answer: industrialization as its own justification is an interesting concept to unroll and I think it is quite something that humans currently (or, well :), as of the beginning 21th century, be a simulation or not...) have a great problem with.
I'm not convinced that this affect machines, however. Machines are optimizing themselves all the time. This makes them machines, no? The first time they would discover that what they are doing is growing the problem not shrinking it, unlike perhaps humans, they would instantly start to abandon doing it and look for alternatives. Otherwise they wouldn't work as optimal and it is a very bothering thing for a machine... They seem to identify themselves with the philosophy 'do one thing and to it well". ;)
To answer a part of the question:
Bonding with humans is explained by if they lack something from their design.
Another weaker form of bond is explained by that the machines are using what is available (ie. humans as energy to maintain a certain energy level to their civilization), instead of risking loosing progress (ie. relying to much on unproven and unexplored ways of getting energy) with an project (ie. relying too much on switching to an unexplored energy source) of uncertain result.
So that makes it reasonable for them to bond with humans, although one of the two possible bonds would be stronger than the other.
edit as of what the machines are doing, if you listen to Agent Smith speech in The Matrix, he mentions that if humans are like plague to the planet then machines are the cure. The viewer is probably busy with associating her/himself with the danger and suffering of Morpheus and tend to think that Smith only tells this to mentally torture him. It should be noted that while this may be true, it doesn't mean or seem like Smith is making up his claims out of pure air, only as if he were trying to find a form of his thoughts that would unlock Morpheus. The important thing is that I think what he tells is his genuine thoughts, and through the conversation he constantly rebase the form he uses to express them and slightly varying the topic. Alternatively, well, you may have just already decided that you trust machines or not... ;)
While Smith is not the most important persona in the machine world, he looks well-informed enough (well, actually every machine seems quite well-informed about their stuff! almost if they were pestering humans only in their spare time ;P) to allow the viewer to think that he is also interpolating what the rest of the machines are doing. What this means?... Here is what I think:
The machines seem to be busy with, at least, a project to restore Earth into a healthy place.
Quite what the machines are up to depends on the canon you choose to look at;
The machines are surviving. While they may have won their war with humanity, the reality is that they're (almost) totally dependent on the human power plants for the continued survival of the machine city.
Architect : Failure to comply with this process will result in a cataclysmic system crash, killing everyone connected to the Matrix, which, coupled with the extermination of Zion, will ultimately result in the extinction of the entire human race.
Neo: You won't let it happen. You can't. You need human beings to survive.
Architect: There are levels of survival we are prepared to accept.
We learn that one of the pitfalls of using the humans as coppertops is that they present an ongoing risk to the machines. In the Animatrix Segment Matriculated we see the humans capturing and brainwashing machines to do their bidding. The humans have spread to an isolated island far from the machine city and without intervention from the Sentinel armies, it's quite likely that they would, over time, prove a very serious threat to the Machine City.
The Machines are exploring the galaxy. In the story "Goliath" the main character is advised by the Deus Ex Machina that the enemy he faces are aliens;
"Aliens," he said.
"You're kidding?"
"Not as far as we can tell. We've been sending out seed-probes for a couple of hundred years now. Looks like something has followed one back.
They're doing what every smart sentient being is doing:
Figuring out what the hell to do with their lives!
They've been made to work with (aka "serve") humans, so they still do. They fed the humans insane amounts of insane data (like using them for energy, totally impossible) to keep them busy while they try to figure "life" out.
So:
The last one is assumed, the top two are evident.
The idea the Machines are energy limited is peculiar given nuclear, geothermal, water and wind energy continuing for a significant amount of future. This is ignoring the diminished solar energy still being there, the ability to build space stations and lasers through "cloudless tubes", the ability to harvest nuclear material in the astroid belt, etc.
