Keeping family and loved ones abreast of your current locale is perfectly natural and part of a healthy relationship, especially if you have a medical condition that has potential dangerous side effects: cardiac problems, seizures, etc.
What exactly is your question? Are you planning to move without telling them? Or are they more controlling than wanting your current address? Could you expound, please?
I have had to put my foot down when a parent wanted to administrate my home. That is definitely over-controlling when a parent tries to run your household with you right there -- overstepping your set rules and boundaries, routines, etc.
If the controlling behavior affects your daily life and hampers you from living according to your desire, then express your feelings! Their feelings may be hurt temporarily, but in the long run, it will be for the best, and they should get over it.
Just be sure to think through what you will say, and then approach the subject calmly. :)