Where are all the controller classes instantiated?
So, first, this is not a controller, it's a form class. Controllers are instantiated by the routing component.

Every route must have a controller. _form and some other special cases are processed after routes were collected and the actual controller is added. For forms, that is \Drupal\Core\Controller\HtmlFormController.

The actual processing happens in \Drupal\Core\Controller\FormController::getContentResult(), which calls \Drupal\Core\Controller\HtmlFormController::getFormObject(), which in turn uses \Drupal\Core\DependencyInjection\ClassResolverInterface::getInstanceFromDefinition() to instantiate the form class.

FormController then hands of the processing of the form to \Drupal\Core\Form\FormBuilder, which uses various other classes in the Form namespace.