At certain levels/positions even big companies do the same thing. And then they do a forensic audit of your computer activity to make sure you hadn’t been making “back-up” copies or sending large zip files to yourself at home. I know of one case for my former Fortune 100 employer pursued criminal charges against a laid-off employee who had been sending copies of proprietary information using an encrypted remailer in anticipation of being laid-off.
Yes, I mentioned the high level activity, much more goes on...