They're not all done in a completely-controlled clinic - indeed the 25,000 person study highlighted here, with followup after around 5 years, of course had the subjects going about their daily lives except during original enrollment & occasional check-ins.
But when outcomes are finer-grained than "did the subject die or get diagnosed with a major new disease", or short-term, or need high compliance & regular monitoring, RCTs can become a lot more intense & expensive.
This may be a noob question, but why? For something like a vitamin supplement, can't you just give the study participants a box of their 50 possibly-placebo pills and require them to take one per day? If you're worried about compliance, can't you require them to write down the time each day when they take the pill—or even have the pills in a one-pill-per-box calendar arrangement and require them to take a photo with their phone each day? (Doesn't stop malicious noncompliance, but it should cover laziness/forgetting.)