Re: And that's why...
For HTTPS connections, the proxy logs won't have the full URL, they will just have the domain part of the URL. So they know what site you've been on but not what you were looking at.
Maybe they can infer from the size of the download whether you were watching normal porn or midget porn. Finally, a potential use case for machine learning.
"I was just checking out the head office address so I could send them a large thank you package." seems reasonable enough.