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.
At least from my view, it's not so much that I don't want my company to know what I'm doing, as that I don't trust their software to securely MITM all of my traffic. This thread doesn't fill me with confidence about the competency of these corporate MITM proxies. And the recent Cloudflare news doesn't help either -- they're effectively the world's largest MITM proxy, and even they couldn't avoid leaking a huge amount of "secure" traffic.
There are surely sectors where it's necessary for a company to MITM all traffic, but I think most companies will do better security-wise by not messing with TLS. It's just too hard to get right.
How so?
1. Connect to Corp Wifi
2. git clone companyapp.git
3. Connect to Employee Personal Wifi
4. Email tgz'ed companyapp
?
For those who don't know, there are even full IP proxies that uses DNS [1], but you can hack up a primitive one using shell script by basically setting up a nameserver for a domain, turning on all query logging and using a shell script that splits your file up, encodes it into valid DNS labels and requests [some encoded segment].[yourdomain]. Now your file will be sitting in pieces in your DNS query log and all you need is a simple script to re-assemble it.
Best of all is that it works even if it passes through intermediary DNS servers, such as a corporate proxy, unless it's heavily filtered (e.g. whitelisting domains) or too rate limited to be useful.