Firewall, Proxy, based on IP, protocol, port, who knows... there could be all kinds of measures in place.
Outgoing connections are usually blocked for a reason. Granted it might be a stupid reason but still, you might make yourself liable if you use a "workaround". If you don't know how to get around security systems by yourself you probable shouldn't. Or at least don't ask so plainly about it in a public forum.
I would suggest: check with the IT department if they allow for outgoing VPN connection, if the do you'll get an answer from them.
Note: RealVNC has different security issues then a VPN connection so there might be a reason why the allow one but not the other