VIZ cleared that up. Obito was only talking about Kamui's intangibility, not teleporting to the Kamui dimension.
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Madara had full control of the Shinju as Kaguya allowed it. He could use Ninjutsu after absorbing the tree, and he was able to initially use ninjutsu, while before that, neither he nor Obito could use it. So having full control of the shinju is like being a perfect jinchuriki.