How are you actually able to catch Dialga if it can control time and just reverse the time you threw a Pokeball at it and caught it?

Well I could assume that if a bad trainer caught him that he did reverse it. But we wouldn't know because reversing time would wipe our memory. Only when a worthy hero comes along and proves himself by catching dialga. Only then does dialga decide not to reverse time and thats the only time line we would know of.

Maybe Dialga wants to be catched for some reason.

If you've caught Dialga, clearly it wanted to be caught, so in fact there's no need for it to reverse time.

Maybe dialga did go back in time but just got catched again

Maybe Diagla goes back in time, watches you, and determines if you are a good trainer or not. Diagla may WANT to be with you if your nice, caring, and kind.