Roboticists often design with the assumption that assistive robots should be fully autonomous. However, it remains unclear whether users prefer highly autonomous robots, as prior work in assistive robotics suggests otherwise. High robot autonomy can reduce the user's sense of agency, which represents feeling in control of one's environment. How much control do users, in fact, want over the actions of robots used for in-home assistance? We investigate how robot autonomy levels affect users' sense of agency and the autonomy level they prefer in contexts with varying risks. Our study asked participants to rate their sense of agency as robot users across four distinct autonomy levels and ranked their robot preferences with respect to various household tasks. Our findings revealed that participants' sense of agency was primarily influenced by two factors: (1) whether the robot acts autonomously, and (2) whether a third party is involved in the robot's programming or operation. Notably, an end-user programmed robot highly preserved users' sense of agency, even though it acts autonomously. However, in high-risk settings, e.g., preparing a snack for a child with allergies, they preferred robots that prioritized their control significantly more. Additional contextual factors, such as trust in a third party operator, also shaped their preferences.