A lot of it depends on what type of setup is in use, and how it’s configured.
[RedactedCo]'s using a more traditional ‘split’ style VPN for their remote workers (i.e., traffic for the business is sent through the tunnel, everything else is routed out locally, including most internet traffic), but we still have a web filter in place, in this instance it’s baked into the VPN client.
If I want to look at naughty stuff, I have at least two devices I personally own and control for that sort of thing. (And I realize that I ain’t ‘most people’; considering that one of those devices, and the work laptop are connected to the same display using a KVM…)