They're given him control to an extent. Sony has the final word so its not like Feige can do anything he wants. They want Feige on board because of what he contributes but they are by no means giving up all creative control. They're a difference between giving someone a vast amount of leeway and giving them total control without accountability. Its a partnership, so the idea that Sony is giving all control to Feige, which is what fans have argued, is simply not the case.
Yes , they want Feige and they think that he can help them get their franchise off the ground. But make no mistake, if they don't like ideas that Feige has, or proposed directions to take the character, they aren't beholden to allow Marvel to do it. They can veto it , regardless of the wisdom of that type decision. No , I wouldn't be smart or wise, but they have the power to do because Marvel is leasing the character from Sony. Until they own it, Sony still has the final word and veto power in terms of how their character is handled.