I'll try to keep it short and easy!
The proxy/firewall/IPS/whatever you have that is preventing you to reach some part of Internet has its configuration.
If it is not too aggressive (Usually a proxy behave just like "Everything allowed except..." or "Nothing allowed except...") you will have the chance to connect to tor through an enter node or a bridge using encrypted data.
Because of the encryption, you can probably fool the IPS and the firewall, while because of the request is made of "layers", what the proxy thinks is that your request is for the enter node/bridge and not for the site!
This in short is why you can exit most of the times: the proxy should (in a "Everything except..." environment) have the black list updated very often, while it usually isn't for that kind of stuff.
I know not everything I wrote is accurate, but it can't be accurate and simplified at the same time!
I hope it is clear enough [: