If you have read the book, or the screenplay, it's clear that Tesla's machine did work and the "Prestige Materials" are all Angier's clones from each performance. This is one my favorite movies of all time, but it's plenty good enough without trying to make it something that it's not. I take the ending of "You don't want to work it out, you want to be fooled" as meaning that the audience doesn't grasp that there is literally a torture/murder/suicide happening at each performance. They come to be entertained but they have no idea the price of the trick, nor would they want to know.
The 2006 film about rival magicians desperately trying to learn the secrets of each others tricks.