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?
Or plain HTTP POSTs with encrypted content. If it reject stuff that looks encrypted, plain HTTP POSTs encoding the binary files by taking a suitably sized file of words and encode it as nonsensical rants to a suitable user-created sub-reddit.
Or e-mails made using the same mechanism.
If you want low latency two way communication doing this can be a bit hard, but you basically have no way of stopping even a generic way of passing data this way unless you only whitelist a tiny set of trusted sites and reject all other network traffic (such as DNS lookups). And keep in mind you can't just lock down client traffic out of the network - you also would need to lock down your servers and filter things like DNS - the above mentioned DNS approach will work even through intermediary recursive resolvers (malware infected desktop => trusted corporate recursive resolver => internet), unless they filter out requests for domains they don't trust.
But basically, if you allow data out, it's almost trivial to find ways to pass data out unless the channel is extremely locked down.