The machines don't concentrate necessarily on the humans who have been free or freed from the Matrix. The machines are after the people of Zion because, simply, they are free, their city is growing, and they are developing ways to outsmart the machines (technology, Neo, etc.).
As far as the prophecy of "The One" goes, lets say every single last free being dies at the hands of machines right from the start (Morpheus, Trinity, Switch, A-Pac, Dozer, Tank, etc). Still, every so often there will be a glitch or error (as there is with virtually every computer, machine or system known to man). This glitch or error will enable a particular human to eventually discover they have (access codes and override codes embedded within them) basically full manipulation and power over the Matrix and the machines in the real world. The One would, of course, figure out how free him or herself, and recruit others who didn't accept the Matrix program, thus giving the human race, a whole new opportunity to rebuild, repopulate , and potentially thrive in another Zion-type city. Hope that answers your question.
***Heres something else to remember***. The Oracle, who is a machine herself, helped build and reconstruct the Matrix many times, but truly she does not want to see death or ahnihilation come to the humans, even Neo. It is the Architect that feels thats the free humans are a threat and wants to destroy them, their leader, and their city. I think a lot of the delay/difference between the machines staying above ground and defending their "human life force field", attempts to hack access codes to the gates of Zion, and the machines actually deciding to dig into Zion and destroy all life has to do with the battle of wills between Oracle and Architech and how threathened or non-threatened they feel by Neo and his army of free humans.