I believe it was explained that the Fallen are servants to the Queens as she defeated their Kell, thus taking it's place as the House of Wolves' leader. This would explain why they're with her, and why she refers to them as "mine". However, the Awoken are shown to be neutral in the battle between light and dark, having been created by both. Does this also mean the Fallen are neutral too or are they basically slaves? We'll have to wait and see when the *sigh* DLC is released...