The data is valuable and it provides some amount of data security. Any MDM worth a shit will wall off your Android with a work profile and that’s the only part that’s actually controlled by the MDM. They can also mandate a minimum level of security before accessing the work profile.
Webmail can be used as a workaround, but allowing it is more of a convenience issue than a security consideration. Depending on your security team it could be a major hole or not an issue. Authentication requirements can offset the vulnerabilities somewhat, such as short timeouts, MFA, etc.
In my experience, users like you are what make MDM a requirement in any environment. People that refuse to participate in any security processes because they think they know better than the people whose job is literally cybersecurity are almost always the cause of major incidents. That’s how my current employer got a huge ransomware attack and why I’m not allowed to install anything on my phone or laptop without spending several hours on hold with the help desk.