No, I doubt IT would make an exception for Cura. We are a high tech firm with over 120,000 employees, and corporate security is a high priority. Even though this wouldn't compromise corporate security, it would take an act of Congress to convince the IT people of that, and another act to get them to open the firewall settings. 2 years from now it might actually work, but that's literally how long it would take.
Oddly enough, I can SSH out of the firewall and then tunnel through ports over SSH, and that all works well. By the same token, I can log in from S3D and authenticate, going straight through the corporate proxy server. Fusion 360 also works well that way.
I guess the way Cura was designed, a proxy wasn't fully comprehended and it was just assumed that a token or local server could be passed from the web browser to the app, instead of trying to talk through the proxy directly using the system settings. Seems like a backdoor method to bypass proxies that will eventually get closed, but appears to work for now in most cases.