Sure, I will do that. I have started asking them and the response I get is (in India) "Policies set by the parent company/HQ and has been handed down to us". I have not yet got a straight to the point answer yet! The other common answer is, "The firewall is not in our administration, the proxy/firewall is located in a different location (HQ)". Looks like Stefan's response seems to be the reason. I will now have to start involving sysadmins sitting in different geographical locations and this would take time.
It will take time, but please do it. It is a useful thing to do.