Different words and phrases, be they synonyms or not, always have a shade of meaning that distinguishes one from another. The question is whether the difference is worth talking about. In this case, not much. In my mind, "in the control of" sounds somewhat more diabolical.

be under the control of smthg or somebody is diff "The villagers were under the control of the warlords." They are opposites under means someone/thing is controling you in means you are the person having control "I am in control of this situation." "I am in control of my car when I am driving."