We opted to disable usb mass storage since cavity searches seemed a little much
This is missing the point. Someone could plug a SATA drive directly into the motherboard, or otherwise compromise their work computer to disable the restrictions, or take pictures of documents with a camera, or bring their own computer on-site, or bring a line-of-sight wireless network device on-site, or send the data over the internet as an encrypted file or via ssh or using steganograhy and so on.
The point is that preventing data exfiltration is not a trivial task, and if you're at all serious about it then the network containing the secrets is not connected to the internet. And if it's less serious than that then it can't justify a high-risk TLS MITM device.
Yes, if one is determined enough, they will find a way to steal data.
> It isn't worth the security cost.
That's up for the company to decide... and apparently they have decided that it is worth the cost, regardless of what zrm, random person on the Internet, thinks.