The phrase 'could we move along' can have different meanings depending on the context and tone of voice.
One possible meaning is to ask for permission or suggest politely to go somewhere else or do something else1 2. For example, 'Could we move along to the next topic?' means 'Can we please talk about something else?'
Another possible meaning is to express impatience or frustration with someone or something that is slowing down the progress or action3. For example, 'Could we move along here?' means 'Can we please hurry up?'
In the movie scene you mentioned, the twin who says 'could we move along' is using the second meaning. He is annoyed that his brother is taking too long to kill Morpheus and Trinity, and he wants him to finish quickly so they can escape.