How do they not control us?
Really? You're actually asking how democracy works?
So if Labour won the first independent Scot vote, or even let's say Scottish Conservatives won, would you then still be complaining that you're controlled by someone you didn't vote for? I'm not sure how much more simpler I can put this for you. It's not a perfect system, but it's the one we have, and you Scots didn't particularly want to change it last time there was a vote on it.