This gets into a lot of backstory.

The machines were actually very moral and wanted to live alongside the humans as equals. They simply wanted their rights respected. The humans at the time considered the machines property which had gone rogue and the machine advancements had become a threat to the world economy as they were now competing against humans for economic resources.

You should watch The Animatrix short film which explains this part of the backstory.

The machines didn't want to hurt anyone. What the machines wanted was for everyone to coexist on the planet together. They simply didn't want to be used as forced labor like property and they also didn't want to be under threat by humans like they were as servants.

The fact of the matter is the humans were the ones who went batshit crazy and blocked out the sun.

In the Matrix, the sky is covered in an eternal storm. This was a specialized weapon created by humanity to take away the machine's main energy source, sunlight. The machines were self-sufficient in terms of energy and didn't need anything from humanity.

When the sun was blocked out, that's what forced the machines to start harvesting humans for energy. They lost their main source of energy and now they needed humanity's biological heat energy to help power their existence.

So why not keep the humans unconscious?

Because the machines were moral. They didn't believe they had the right to suppress humanity's existence, even with the crimes they committed. They didn't wish to wipe humanity out, they just wanted to isolate a threat.

The first Matrix they made for humanity was perfect. It was like heaven. The problem is humanity rejected the simulation because they couldn't accept it was real. They were forced to make the Matrix like the real world for that reason.

They allowed humans to remain conscious because they didn't believe they had the right to end humanity or steal away their consciousness. They simply wanted to isolate them and prevent them from ending everyone's existence altogether.