I remember someone trying to look up winning lottery numbers at work. The site came up "Blocked: Gambling". It was a little reminder that they're watching our web browsing at work..

Those are pre-configured firewall rules. These firewalls can go deep packet inspection and block traffic.

It's a fairly standard practice. I wouldn't associate it with overreaching surveillance.

Well, a firewall rule based on a cloud-populated access control list interrupted traffic. More likely vendor-related than employer-related.