"wouldn't be common freakin' sense to not surf dodgy websites at work?"
Actually, I believe many people who don't know what a proxy is think:
1) Surfing dodgy websites at work is cheaper (especially in the 1990s when you might not have had always on and flat fee "broadband" connections
2) (In the 1990s) It is faster than my 56K connection
3) My partner/family won't discover my habits
In a company I was working for in those years, we found a tester that spend most of his time collecting dodgy downloads, instead of testing our software. He was actually fired because he faked test results, it was much simpler, and it didn't invade his privacy <G>
Common sense most of the time loses when greed and hypocrisy take control of someone.