>sometimes the interiority-centric framework of psychology seems comically ill-fit for topics like this...thus, people who are long-term unemployed likely feel that they lack control of their lives because this is true.
you and the study are not controlling for people who feel they lack control of their lives tending to do a poorer job of finding work, and even doing a poorer job of keeping a job; people whose self esteem is more fragile being more likely to lose their jobs, reinforcing their negative self images: but that's not unemployment doing it (the study does hedge a lot by saying "associated" as if they are not suggesting cause).
I'll bet if they had done a Big 5 Factor analysis of the samples in the study we would see lots of clustering, a much more interesting result than what the study found, and Big 5 Factor results are not known to change as the result of unemployment.