Well you don't have to MITM SSL in order to proxy it, it can be done in other ways. They probably choose to do so in order to see the details of the request.
Correct, the firewall intercepts all traffic looking for potential compromises and blocks it. Given all these corporations getting hacked, such measures seem necessary.
Conclusion does not follow from premise. Once an attacker's code is running on machines that have access to sensitive data, you've already lost - there's no way to prevent it smuggling the data out in legitimate-looking requests. The right way is to stop the bad stuff getting in in the first place.
Not all attacks are perfect. It's true that an attacker can potentially do anything once in control of machines with sensitive data, but it doesn't mean that all hope is lost. If an intrusion detection system catches some x% of potential threats, it can easily be worth it.
The goal is to slow them down, put as many barriers as possible allowing higher chances of detecting them. Intercepting and blocking known "phone home" messages is one way to slow them down.
btw, I took a look at google's cert in my corp network and we are getting the real one from google, so my corp is not MiTM SSL traffic from some sites right now.