But they're still animals. You have control and dominion over pokemon, just like you do with any other animal.
They are specifially callled MONSTERS not animals. The only thing separating them from other crestures like Digimon is that many of them cant verbally communicate (and many sidestep that by telepathy or going the Meowth route.)
Pokemon both in game and in the show are able to do the following:
1. Have complex emotions
2. Understand complex commands and statements.
3. Have desires and ambitions. Some gifted Pokemon in the game and companion Pokemon in the show have joined purely because the MCs goal aligns with an ambition they had completely independent of any human interference or upbringing.
4. TALK to humans if they have access to verbal speech or telepathy.
5. Perform jobs that 'simple' animals even with magic powers wouldnt be trusted/able to do. (Machamps working construction, Inciniroar being a wrestling champ.)
Pokeballs wouldnt be jokingly called a slavery device the Pokemon were just simple animals. Especially when for most of them to even BE caught you have to beat them up.
Otherwise Pokemon have been shown to LEAVE their Pokeball if they really want to or feel strongly about a situation occuring outside.
Alternatively many of them literally communicate they are fine with being assigned a Pokeball and put up zero restraint.
(And in situations the trainer releases them 9/10 the Pokemon in question is visibly distressed and upset because they KNOW the implication that this only really happens if they are unwanted or deemed worthless.)