In my opinion, sending data outbound is fairly easy without attempting to exploit DNS as this article mentions. Even if I am on a network that is proxied, does not allow any outbound connections from client machines, and hosts only internal DNS servers, I can still send data out to the internet that would look like simple browser forms submissions to any proxy server. For example, by performing a simple binary to ascii conversion, I should be able to submit any data via a html forms submission to an internet website. This is easily hidden even without the use of SSL, but tack on the ease of setting up an SSL website with a forms submission page, and I can send a great deal of data by this medium. Passing confidential data "on top" of protocols is really not that new of a concept, but it can be extremely effective.
The only real way to combat exposure of confidential data by internal personel is to keep your people content and to only give access to those that really need the information. With the advances in technology in the short future, I wonder how many "secrets" there really will be out there. The ease of transferring and accessing data in this new digital age may change our ideas about the value and ownership of "information".