movies

Machines could migrate to space - nearly unlimited resources and free full spectrum solar power.

As far as I remember this was not addressed in the movies, but there are very practical reasons:

• Radiation destroys most small electronics within a short time. Outer space is full of radiation. You can protect things from radiation up to some point but this leads us to the second issue:
• Cooling is hard in vacuum. You can only rely on heat dissipation via heat radiation. So you have to make sure that your protected electronics are safe from outside radiation but do not overheat at the same time.

I mean, its doable and we already sent vulnerable humans and electronics to the moon etc. But the machines in the Matrix movies seem to care a lot about efficiency. Sending themselves into space seems to be very inefficient at this point.

Androids start taking jobs, so angry mobs start violently segregating them from society. The machines all pack up and move somewhere to be alone, but humans still feel threatened by them and their new society, so they preemptively attack. Spacefaring technology wasn't an option before things boiled over to existential war.