Yes, I am one of them. On a lot of company networks there is no white listing, they only block app install. So I could still install portable apps, that don't need any admin rights. In theory that could be a risk to company data.
Your company should be monitoring user downloads. Sounds like the IT security folks no doing their work properly.
Yes it depends on the company. Most only strip admin rights, but as said before, that won't stop people from installing portable apps via the web or USB stick. But you won't hear me complain, I always like to use my own apps, allows me to work quicker and more efficient.