The same way that the Earth can orbit the centre of mass of the solar system and also be within the solar system. We say that the Earth orbits the Sun because that's where 99.86% of the mass of the solar system is located.

The Sun in turn orbits the the centre of mass of the Milky Way. But I don't think that the mass of the Milky way's central supermassive black hole dominates in the same way.