If you're giving a lecture, and that lecture is left to interpretation, then there's argument to be made that the lecture was ineffective. That depends on the topic of course, and whether the intent of the lecture is to educate. Really, anything can be art, and that includes a powerful sermon or an eloquent speech. Especially when those are designed to be persuasive, and they succeed in bringing about change, or even opening the conversation in earnest about whether a thing should change.
Your audience will always have their own experiences by which to judge what's being said, be it directly or indirect. The different is that a message delivered via an art form like a book or a movie is left to the interpretation of that audience, regardless what you wanted to convey. That's what I mean when I say the interpretation is owned by the receiver, not the sender. You can own what you intend to imply or say outright, but how that's received and inferred by the audience is something that occurs in the space between that individual's ears.
Take the Matrix we've been talking about. If you are a trans person, or if you know a trans person, the trans story in a narrative like the Matrix might be especially poignant to you, and I'm sure it was to the Watchowskis. However, because they created something beautiful and complex, the created something that could be interpreted differently by a person receiving that story through a completely different lens of life experiences.
So what the Watchowskis intended to tell me with their story is definitely important. But I would argue that what their audience took from their story is also important, regardless whether they intended to tell it or not. I don't know if that makes sense, but that's why it's art. Sure, if you want to get the correct answer on a test about what the Watchowskis intended the Matrix to be about, then there is only one answer. But if the question is simply a short form "what is the Matrix about", then the answer is what is it about to you, the watcher. The answer to that question is yours, and no more right or wrong than his or hers or anyone else.
It's like the Sistine Chapel and the Creation of Adam. Do you see the story of Genesis? Do you see a brain hidden in the painting? Was Michaelangelo telling us that consciousness comes from our creator? Was he telling us that religion is a figment of our imaginations? Do you just see a masterpiece that makes you reflect on your own relationship with your creator? Are you simply wowed by its beauty, or are you awed by the undertaking of the Chapel itself? Do you think it's a piece of crap?
There's no right answer. It's art. How someone else might see it might change how you interpret it, but how you interpret is valuable too because it's based on who you are.