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.