I'm guessing from other comments that it checks logins on a wide variety of sites, some of which may be NSFW. Some employers might not like you accessing NSFW sites.
If a filter is set up to not just block access to but also flag based on something as trivial to embed as a URL one would hope the technology would be a little bit more involved than a single hit on a .ico file for a flag.
A web filter / proxy does not have any way to tell whether any individual HTTP request was requested as a result of HTML embedding, bookmarking, user entry or clicking on a link.