If you're using your company's network, then they have every right to monitor all of the activity on it. They're trying to protect trade secrets, future plans, customer data, employee records, etc. from attackers who would use that information to do harm to the company, its customers, and its employees. If you don't want your employer to know what you're doing, then don't use the company computer or company network to do it. And while you may think that you're too tech savvy to fall prey to malware 1) not everyone at your company is, and 2) no amount of savvy will protect you from all malware, especially ones that gain a foothold through an unpatched exploit. And there's also that whole other can of worms: malicious employees.
Now, because engineers are so bad at saying 'no' to the people who want SSL MITM, it's apparently become a regulatory requirement. SSL MITM might let you passively surveil your employees' Facebook Messenger conversations, but it still doesn't protect you against a malicious employee who is tech-savvy (or malware written by people who have SSL MITM proxies in mind.) They could just put the information they want to smuggle out of the network into an encrypted .zip. They could even do something creative like using steganography to hide it in family photos that they upload to Facebook. The only real solution to this is to lock down the devices that people access the network on, not the network itself.
Exactly this is what I don't get. Since these abominations are becoming ubiquitous, surely malware writers are starting to work on workarounds? And in this case, it's as easy as setting up an SSH tunnel and running your malware traffic through that, which is a few days of work at best for a massive ROI?