Not really from the perspective of my own risk/reward calculation. I don't know in advance what's going to be considered an "incident" that will make corporate IT suddenly want to search my work computer. Better to simply have a policy of never using a computer my work controls for personal data, especially when I already have my own computers for that that I use regardless of what job I happen to be working at.

Keep in mind this isn't just about personal data on work hardware. It also leads to things like "we noticed you didn't move your mouse or type anything for 45 minutes, what were you doing?" type of micromanagement.