It's becoming more rare, now.
A lot of the universal truths about corporate networks from the early 2000s are no longer true today. Some companies are stuck in their ways though.
The overlap between companies that require someone to use a network proxy and companies that have GPU-equipped machines with enough RAM for LLMs and and that allow people to download and run executables of their choosing has to be small.
Makes it rather weird that LM Studio doesn't support it given how their target market, or well at least for their paid products, is very enterprisey.