If we are, why do we have all these rules and limitations that make people want to escape? Why isn't it a sort of heaven where all our needs are met?

Are humans really a more efficient source of energy than say solar or gas? Do solar and gas exist in the real world from which our world is being simulated?

Why not use dogs or monkeys or many other types of animals that have less complex needs? They produce energy as well.

Wouldn't a civilization advanced enough to do this also have the ability to harness much more efficient and less complicated sources of energy?

For what other reasons might an advanced species want to keep us enslaved?