Do you want your bank to be hacked and have a 50GB database backup with all your accounts and transaction history slow-leaked out via DNS queries?
Now you see why so many of us believe you are completely wrong about this.
To your point:
If it is their network, it's their network and their computer. Access the website from home, or from your phone, which isn't MITM'ed on the corporate network.
If it is a resource only available on the corporate network, but it is not a "company resource" such as find-a-doctor, then you can (a) accept that the company may see it, (b) contact information security and ask if they can, or (c) find another way to get the information/complain to HR/ombudsman/whatever.
It is up to the company to do the right thing when possible, which means (in our case) we don't intercept websites categorized banking, health, and a handful of others.
Information security obfuscates/blocks the showing of personally identifiable logs to the rest of IT, as well.
Again, banks (in my example) have an obligation to their millions of customers to protect their data, more than you have a right to browse a doctor tool or upload sensitive spreadsheets to your personal Google Drive to work on over the weekend.