Please help me to understand why Neo wasn't physically detained at his pod instead of being mentally chased through the Matrix thereby allowing him to physically escape from his pod and the control of the machines.
Why wasn't the pod of an important mind like Neo's better guarded to prevent his physical escape?
As is revealed during Reloaded and Revolutions, the function of the One (and the Resistance in general) is integral to the "life cycle" of the Matrix itself. It is another form of control, and therefore not something that the Machines will be genuinely attempting to stop.
Unbeknownst to Morpheus and his crew, the Machines are likely allowing recruits to be contacted and unplugged, especially those who might be the One, and especially during the run-up to the next destruction of Zion. There are any number of things they could do to stop the Resistance, but they don't because they benefit from the Resistance's existence.
That being said, it does seem to be a security oversight that Morpheus (and likely the Agents as well, since they probably didn't know about the larger plan) would have noticed and commented on. Smith alone would have had some irritatingly smug speech about how stupid the humans are for buying it, if he'd known why it was left open, or suggested guarding it, if he didn't.
Pure speculation suggests that the Resistance probably takes steps to obscure the identity of their recruits, scrambling their "userID" or "podID" data until they can be retrieved. It's never said onscreen, but given their methods and the fact that the Resistance are hackers first and foremost, it seems likely that they routinely take steps to mask the identities of those bluepills that interest them.
The Agents aren't targeting Neo, they're trying to capture Morpheus so that they can acquire the access codes to the Zion mainframe.1 The Agents therefore use Neo as bait to lead them to Morpheus. Thanks to the traitorous Cypher, they know that Neo is Morpheus' "next target" and that Morpheus will soon enter the Matrix to unplug Neo. By inserting a bug into Neo, they have a chance to capture Morpheus in the Matrix, where they can interrogate him and acquire the access codes (as they nearly succeed in doing later in the movie). They would also have all the time in the world to acquire the access codes because Cypher planned to kill the rest of the crew in the real world, thus preventing anyone from unplugging (and killing) Morpheus.
However, this doesn't explain why the Agents don't order some sentinels to guard Neo's pod in the real world. The Agents have captured Neo so they should know where his pod is in the real world, and Agents can issue commands to sentinels:
Agent Brown: The trace was completed.
Agent Jones: We have their position.
Agent Brown: The sentinels are standing by.
Agent Jones: Order the strike.
The Matrix (transcript)
The reason why the Agents didn't order the sentinels to guard Neo's pod is given in the explanation of the purpose of the sentinels:
Neo: Squiddy?
Trinity: A sentinel. A killing machine designed for one thing.
Dozer: Search and destroy.
The Matrix (transcript)
Sentinels are designed to kill, but the Agents need to capture Morpheus in order to acquire the Zion mainframe's access codes. Sentinels are therefore not suitable for the Agents' purpose -- the Agents themselves are much better equipped to capture Morpheus, as they in fact do later in the movie. The Agents must capture Morpheus in the Matrix.
1 As revealed in The Matrix Reloaded, the machines actually don't need the access codes to destroy Zion. Nonetheless, the access codes would make it easier for the machines to destroy Zion, and the Agents have apparently been ordered to try to acquire them since they go through a lot of trouble in The Matrix to do so.
Letting the sequels aside, you are making the wrong assumption that the machines thought that Neo (at the point he wasn’t freed) is an important mind. From the machines point of view he was just another guy who has been contacted by Morpheus.
All they wanted from Neo was to help them tracking Morpheus when he contact him again.
Right after the Agents implanted the bug, Morpheus called Neo and clearly said at the phone: “they got you first but they underestimated how important you are”.
I agree with the first half of Nerrolken's answer. However, I disagree with the second part.
To answer the question in your topic (Why doesn't Smith go to Neo's pod?) there's no evidence that Smith can control anything other machines do outside of the Matrix.
AGENT SMITH: I hate this place. This zoo. This prison. This reality, whatever you want to call it, I can't stand it any longer. It's the smell, if there is such a thing. I feel saturated by it. I can taste your stink and every time I do, I fear that I've somehow been infected by it... I must get out of here, I must get free... Once Zion is gone, there's no need for me to be here. Do you understand? I need the codes.
It sounds to me like Smith is only able to relay information (e.g. codes to Zion) to other machines, but he's not able to leave the Matrix or control events outside it.
As for why machines don't try to prevent people in general from unplugging from the Matrix, there's no need to. That's the entire point of Zion. Humans can unplug as many people as possible, but they'll all die when the cycle restarts.
Also, the sentinels/squids are probably more than enough of a threat to the resistance. Those, coupled with the difficulty of actually finding the right pod and opening it after a freed human takes the red pill, probably make life difficult enough for the resistance that the machines don't need to take any additional preventative measures to make it appear as if they are trying to prevent humans from unplugging.
Actually, it's worth noting that the machines do try to stop Neo from escaping the Matrix. It's Morpheus and his crew that rescue him from the process of removing Neo from the Matrix when he wakes up and unplugs. Without their help, he would have died, probably from drowning in the pool at the bottom of the powerplant. It's part of the design of the powerplant itself - people who reject the programming are disconnected, disposed of, and fed back to the living.
