You should check with your network team.
We don’t use our MTRs on our corporate network at all for the same reason - that network funnels all traffic to our data centre then out via a proxy, so if you don’t have proxy settings configured on your machine you have no external connectivity. The MTRs sit on a completely independent network (not just its own vlan but separate switches, routers and WAN links).
You might have something similar in play on your corp net and are missing some proxy settings perhaps.
Check Microsoft’s website for the ports and URLs that need to be whitelisted, you should have those checked to ensure the firewalls aren’t blocking them and that packet inspection is disabled. You’ll run into so many issues otherwise.