Zuckerberg has dominion over Facebook by virtue of authority granting him that power but (un)surprisingly little power over anything else. just like any AI has control over what it does as long as its useful to its owners. Tech CEOs have been running a little wild in the US so maybe that illusion accounts for the prevalence of these AI theories.
Why don't these guys ever end up in that situation though? I guess the most compelling explanation is not that a 'actual sovereign power' exists and just let them do things, it's hard to take a stance against them because no single entity actually holds that amount of concentrated power. Back in times, kings were really powerful and had almost that concentrated power, but they still couldn't do everything without risking some other powerful entities ganging up on them. For a strong ai that can actually make money, it would be easy to buy off enough people in washington and other entities that hold power, so that they can't take a stance against you without risking dangerous opposition.