Of course there are security implications with central services like an enterprise-grade proxy. And anyone using such a solution must do the best to keep it secure. It is all a question of probability and of costs. I bet, most vendors of such solutions will do their best to protect them and their customers. So a network security solution that might have a exploitable hole in a period of time is better than none.
I've been working my entire career for large companies. I've experienced many solutions and I cannot remember one technical problem that was caused by network security, other than "InsertYourSocialNetworkOrBinary was denied by SecurityRuleXYZ". At several companies I had to sign a paper that informed me about the security implications and my duties when using the companie's Internet/network access.
I have also worked for larger companies, mostly, and within them I have actually experienced many technical problems caused by network security solutions.
HTTPS man-in-the-middle proxying is one particular scourge that causes weird things - the problem reports being of the kind that in a completely legitimate and intended use case, "Chrome works, MSIE does not".
I've been working my entire career for large companies. I've experienced many solutions and I cannot remember one technical problem that was caused by network security, other than "InsertYourSocialNetworkOrBinary was denied by SecurityRuleXYZ". At several companies I had to sign a paper that informed me about the security implications and my duties when using the companie's Internet/network access.