I would leave a company that used an internet blocker. They constantly get in the way of real work and benefit no one. The only valid use case I see is attempting to stop idiots downloading malware and installing it on company computers

In more "traditional" companies that have software dev departments, they are extremely common in my experience, so switching companies wouldn't help much if you're in such a field.

If 90% of the company employees only use IE and MS Word and are actually likely to install malware, and the last 10% are software engineers/data analysts/numerical simulation people, the latter are gonna have to work within/around these types of constraints.

Part of the reason I dont work at such places. Wouldn't want to be somewhere where I am treated like an idiot.

I guess we all find different optima. To me it's not really being treated like an idiot, it's "we need to have a policy that takes into account that most of the people are idiots, you smart guys work around it if necessary".

I don't know where you work, but off-hand I would postulate that working at "such places" also has advantages over where you work (e.g. better work-life balance, living in an area where property prices are not insane, etc.). As I said, we find different optima in these tradeoffs.

On a personal device it's reasonable to use a VPN.

On a personal device, it's reasonable to use LTE.

Not always feasible. Not everyone has a cash to spend on data and lives in an area with good wireless coverage.

It might be the case that some people employ VPN, or SOCKS proxies over ssh to their home computer, or similar schemes. I wouldn't know.