Q:

Long range attacks by sentinels

In The Matrix trilogy, the Machines took control of everything, but were unable  to attack from long range. Yet, humans did have long range weapons:

On the contrary, sentinels needed to be very close to the target to make a hit.
Why were the future machines not designed to make long range shots? They were weak, but they were large in number. Their attacks seemed very less powerful, (keeping in mind that they controlled the whole human race).

A:

The Sentinels did have a "ranged weapon" known as a Tow Bomb. It floated freely and hence could be flung over long distances.
This allows them to remain outside EMP range but still attack their prey with a near-100% kill rate.

As to why the machines didn't use explosives all the time, it's worth noting that Zion is a complete sham. After the humans are killed, the place (and its attendant hovercraft) are cleaned up ready for the next group of 'discoverers'. Blowing it to pieces would just make that job harder.

