It is very common for a company to install a proxy server that decrypts traffic to the outside and inspects with a data loss prevention type tool. Proxy servers act as MITM attacks to be effective at decrypting SSL traffic so it can be inspected.
It is not as common that you would be allowed to connect to this employers network. Network access control should be in place to prevent vendors or employees from connecting potentially malware laden computers to the internal network. At the least, if you gained access to their network, the same proxy that performs the MITM attack should also be prompting for authentication to access the Internet.