The VA study was retrospective, not prospective. They only had the data that was taken at the time looking back at what the doctors did and decided to write down. The patients didn't "opt out" of a control group, they weren't in any sort of a group, they were receiving treatment.

It's even worse for the authors that the patients without HCQ at first developed to the point the doctors thought they needed it. Blows their whole point out of the water.