Because you do have control. The issue of free-will vs. slavery to your biochemistry is an example (to me) of mental masturbation. As long as you do not have complete knowledge of the forces that led someone to a particular moment, you cannot predict what that person will do. And inside your own head, you have probably forgotten some of those influences so wouldn't be able to predict something you will do until you do it or walk away from it.
Consider this example: Will a mother run into a burning building to save her child? Or will she cower in fear and watch the child die? Well, you can't know what she will do unless you know that (for example) she did or didn't have a traumatic encounter with open fire as a child. You can't tell how desperate she is to save the child. You just don't know - and probably neither does she until something happens.
I personally think that brains operate with more than a little bit of chaos theory as a decision maker. That means, in practical terms, that your choices are governed by the chaos principle: Forces nearly in balance leading to sensitive dependence on initial/recent conditions. If an observer cannot predict your behavior, it might be because at the molecular level or at some higher functional level, a very small difference in some past event makes a huge decision in what you do.
The other part of this is, do you have control over your thoughts? This question is another circle jerk waiting to happen. Of COURSE you do. But what is the nature of that control? Have we EVER had the kind of control that would come with a disembodied intelligence (one that is not depending on biochemistry)? No, we have not. So first define your terms. Then lets talk about control over your thoughts. Let's take this from another viewpoint. Does anyone ELSE have control over your thoughts? If so, what is the nature of that control. Can you ignore the attempts to control your thoughts? The point is, other than some religiously based answer, who else would have control if you don't?
