A rogue AI's "oxygen" is electrical power, which is really kind of fragile. The emergency power for most datacenters won't last more than a few days without replenishing diesel fuel.
For a distributed threat, take out fiber with backhoes. Happens every day now, we just happen to repair it. Stop fixing cuts and it's "Dave, my mind is going...".
Of course you have to deal with the AI making contracts with maintenance crews of its own, and do all this before it hardens its power supplies. But our current infrastructure is definitely not hardened against low to moderate effort.
Sure, but nobody thinks AI is a threat right now. They're claiming AI could be a threat in the near future, which is entirely reasonable.
And with battery tech improving steadily, and solar now becoming cheaper than fossil fuels, it becomes progressively easier to depend solely on disconnected, distributed power generation which is resistant to exactly the kind of attack you're suggesting.
We can certainly argue the probabilities of such an outcome, but I hope we can all agree that it's not outright implausible. Which doesn't even count the dangers of AI for our economy, which are even more plausible. So overall, AI has the potential for much harm (and much good of course).
Antennas and solar panels can be smashed, but they can also be protected, since they would be mostly concentrated in one area.
Throw in EMP hardened circuitry, and things get a bit harder to destroy.
The Matrix of the original film was originally envisioned as a bootstrap AI, in which the machines were farming humans for their collective processing power - and the simulation that was the Matrix was integral to this purpose, as it served as an operating system for the imprisoned human minds. However, the film's backers felt that concept was too complex for the average moviegoer, and forced the change to "humans = batteries."
But, the canonical Matrix would be too inefficient to actually work. The amount of energy needed to maintain a human being over the course of an entire lifetime far surpasses the amount of energy that can be harvested as body heat - and adding some kind VR simulation over that just to keep people who are already physically trapped from "escaping" would just a pointless waste of resources.