Yes, that is very confusing. XD;
I believe when Malik controls someone using the Millienium Rod, he puts a piece of himself inside their soul or something like that. (Comparable to when Yami Bakura sealed a part of himself inside that piece of the Puzzle.) When he took control of Anzu's mind, he left a bit of himself there. Same with Bakura. Even though Bakura was on his side, Malik still wanted to ensure that if he disobeyed, he could easily take over using the Rod. When Yami Malik was released, he just took over. So Malik is still in his own body, he just doesn't have control. It's like when Bakura takes over Ryou's body, or Yami over Yuugi's, etc. However, Malik can revert to the part of him that he left in the people who he previously controlled. So for a time, he stays with Bakura. But after the One Turn Kill duel, Bakura was gone, so Malik stayed in Anzu. =o That's not to say that he's not still attached to his own body, but he can switch between them, I suppose. To make a long story short, he's always with his own body, but he can also take control of another body which he's already had control of before. (Er.. as long as it hasn't been broken by the owner of the body - which would probably explain why he never controlled Jounouchi after Jounouchi broke away. =o)
oO; I dunno if that made sense, but I tried my best. Haven't watched those episodes in the dub, though. @@; They're probably just playing with your mind and making them say things they shouldn't, grr. >>;
