In scheme, a procedure application is considered as a control structure. Why is this?
The answer will depend on how you define "control structure", for which there are probably $n+1$ versions out there.
My best guess is this. Control structures change the control flow of the program from just incrementing the program counter. In usual machine-level languages, this is implemented using jumps.
Calls to functions/procedures/methods compile to jumps, among other things. Hence, they change the control flow, and we can call them "control structure".