I've done it for 10+ years with no issues, it's more about who you're working for IMO.
Compartmentalizing is a valuable Op-Sec practice.
For security purposes we route all internet request through our company VPN to scan for malware. Company notebooks are required to use the VPN tunnel and they do if you don't have admin rights and change that behavior. I think it would be really bad if all netflix traffic from employees gets routed through our companies internet connection. I don't want to put that on netflix support to figure out the problem people are having...