Saga almost laughed as he talked about his level of control. Yes he was controlled, by carefully managed doses of rough sex and allowed violence. Savage may have thought she was a woman who needed him for protection, but Cascade Locks had begun to form under her hand and her hand only and that if she felt the need she could have been wearing his overconfident balls as earrings if she wanted to.
However she did enjoyed their time together like this and she let him keep believing.