Hi emgb93 – it sounds like from posts elsewhere that you’ve had success with insertion since you posted this, but I wanted to answer it anyway for anyone who stumbles across your question!
So it’s VERY common for that last big dilator to not go all the way in. Most women’s vaginas are actually pretty short even when aroused (4 to 5 inches deep, but it varies WIDELY), so the whole dilator shouldn’t necessarily go all the way in, it’s more about working the first couple inches of muscle with the larger diameter of those bigger dilators. Depending on the length of your husband’s penis, it is highly possible that it won’t go all the way in either, but that usually doesn’t prohibit everyone involved having a good time!
As for having more control in the early stages of intercourse, having the woman on top usually gives her a lot more control around depth, angle of penetration, etc. which can be very useful when first starting out. Hope this helps!