When you mark a segment as a control group, then for those customer ids, a special Interaction History (IH) record  is written part of the segment execution. This IH records pyOutcome, MktType, MktValue  could be later used to filter in a strategy to ignore action/offer for the customer.

Generally customers who are in the control group does not get the action/offer through a marketing outbound. This is to compare what is the win rate if they get it through the campaign vs if they come through some other channel (for example directly walked into the store to get the product/offer)

For more information please check page 129 of the latest version user guide : https://community.pega.com/knowledgebase/documents/pega-marketing-83-user-guide