Just finished watching the Matrix Revolutions on DVD. You know in that last fight scene between Neo and Smith? Well Neo was slammed into a skyscraper and Smith follows. The next thing you know the two are fighting inside what looks like the inside of a barn or wooden building. Not only that, Neo was slammed into the middle of that city building, yet it looks like they are in a loft. Did I miss something here? 
Yes. You missed that the movie is a steaming pile of garbage, thus continuity flaws like the one you point out are barely worth mentioning compared to the other glaring defects of the movie.
I assumed that the place they were fighting was the unoccupied, gutted floor of a skyscraper, but I wasn’t paying too much attention really.
I didn’t miss that the movie lacked the quality and excitement of the first film. I don’t think that was anywhere in my original post. I think the week story was rather evident. I was hoping to find an explanation to a point in the last film to at least save some dignity to the film; alas this seems a waste of time. Thanks for your comment.
I think that this is consistent with the world of the movie. Remember, it’s also possible to walk out the back door of a dojo somewhere (apparently) in Asia into a long hallway of doors, and then through another door across the hall into an alleyway in (apparently) some North American city. Or a mansion, with its front entrance in the penthouse of a skyscraper, and a back porch in the Alps. When you make a new doorway, as it were, I don’t see any reason to suppose that you’d just end up on the other side of the wall. I just figured that they did go through the wall from the outside of a skyscraper to the inside of a warehouse.
And I thought that Revolutions was far better than Reloaded, at least, but it’s been too long since I saw the first one to make a good comparison with it.
It was just an unused and undecorated floor of the building. What, those don’t exist?
And I thought all three of the movies were wondrously surreal. And, clearly, anyone that disagrees with me is a poopy-pants.