So someone might wonder if we are chetan shakti (conscious power) and compared to maya in Gita we're parashakti and maya is aparashakti, then why are we mayadheen? Why are we under the bondage of maya? If we're chetan (conscious), we're alive, conscious beings and maya is just a lifeless energy, why are we under the bondage of maya? It doesn't seem to make sense.
So Shri Maharaj Ji has given us the answer here, and also in much more detail in his writings and other speeches.
He says that God is like the sun and maya is like darkness. So of course where the sun is, there can't be darkness, where God is, where vibhuchit is, there can be no maya. But where anuchit is, maya can have havi, maya can have influence over the soul because the soul is like a candle compared to God who's like the sun.
So light a candle in the night, it's still night, the darkness didn't go away. Light a million candles, light a billion candles, set the hill on fire, the night will still remain. So we are just individual candles, individual souls.
So as long as we are turned away from God, maya will have control over us. We will remain mayadheen. As soon as a soul surrenders to God, now maya is gone for that soul. Maya is not an illusion so it doesn't cease to exist but the effect of maya is finished on that soul. Maya can no longer affect that soul once he turns towards God.
भयं द्वितीयाभिनिवेशत: स्यादीशादपेतस्य विपर्ययोऽस्मृति: ।
Bhayaṁ dvitīyābhiniveśhataḥ syādīśhād apetasya viparyayo ’smṛtiḥ.- Bhagwatam 11.2.37
Ved Vyas Ji says we are turned away from God; that's why maya has control over us and because we are anu (little), so our anu chit, our little candle flame is not enough to keep maya away. We're turned towards maya and we have our back towards God so maya has control over us.