Should this sentence have a comma?

That is indeed a comma splice, or at least feels enough like one to leave a bad taste in my mouth. You can replace it with the word "that" or better yet, a semicolon:

The pigs are so confident in their control ; they feel as if they don't need to justify their actions

The pigs are so confident in their control that they feel as if they don't need to justify their actions

Note: If you use a semicolon, It may be better to change the word "so" into an adjective of some kind to make the first clause independent, for example:

The pigs are very confidant in their control; they fell as if they don't need to justify their actions.