These do exist but they are not common; it's an insignificant proportion of users; in a representative sample of all web users, you're probably more likely to encounter users with JavaScript disabled in their browser altogether than users who are being snooped on and restrained by their company in this way.
Also, for these proxies to work, the company has to have access to the user's machine to install their own root CA certificates onto it; so generally, this issue is limited to corporate workstations and not BYO mobile devices and personal devices.
It's only a big problem if you want to support users from a specific company which happens to be a major customer (like a corporate SaaS solution); but if that particular company is such a big user of your product then they can always change their proxy policy to allow WebSockets from your domain.
I think that there are few enough of these companies that they should be the ones to adapt to new technology and not the other way around. It's important for open source projects and companies to set positive standards and not always bend to the will of corporations; especially when it comes to ethically-questionable practices.
You can still offer a REST API without real-time features for those users. The cost of long-polling is that bad. It's very easy to DDoS.