If they actually get in trouble, sure that would be an issue. But I'm pretty sure if I ran a company and it was brought to my attention that there was some traffic to *.xxx domains, I'd at least want to know why.
We didn't get notifications about that stuff. Maybe the VP of IT did, but I think it was just statistics. But we just had to check the logs when we got back to HQ. Of course he tried accessing Playboy.