Someone with much more knowledge than I can answer this, but my supposition is that because it's the "national" guard, it's under federal jurisdiction to some extent. And once deployed, I would also suppose that the guard comes under the control of whoever is in charge of the mission. All just guesswork on my part, however; someone else will know for sure.
As far as I know Congress has not yet called the National Guard into the Active service of the United States as required under Article I Sec.8 . If Congress had federalized the troops they would be under the command of the president of the United States as required under Article II Sec.2 of the US Constitution. These troops, however, are under the control of the governors and not under the command of the president at all.