It's not at all accurate, that they have almost no say in their own laws and regulations.
They set the majority of their own tax laws for one example (including sales and income taxes), and don't pay federal income taxes. They do pay into Social Security and Medicare, the benefits of which they can claim back later.
They set the majority of all criminal laws for themselves.
They have their own constitution.
They're free to set all sorts of laws how they see fit, so far as it doesn't contradict, for example, the US Bill of Rights. Their ability to set laws is greater than that of the 50 states, meaning they have a wide field to work with.
