If you can't get your job done, then escalate the issue to your manager. You not being able to get your work done because of other teams is the kind of problem they're supposed to be solving.
The alternative would be asking a babysitter for each connection you are making. Sounds like a good way to never get work done.
Also: A good sysadmin will have lines in their /etc/ssh/sshd_config that prevent me from tunneling if they don't want me to do it.
I must say I've had some raised eyebrows over that approach but if the alternative is not getting my shit done then I'm gonna do it unless explicitly forbidden.
Bypassing corporate policy at work is risky. You might bring down negative consequences on yourself or your workplace. You have to understand what you are doing. You have to understand likely reactions.
But also, bypassing corporate policy can have benefits. If I'm more productive or get a reputation as the guy who gets things done or don't get seen as a complainer or just generally produce results because I bypassed a policy, those are all benefits. If I can transform "hey boss, it's gonna be another week on this project because I'm waiting on a policy exemption" to "here it is", that's a benefit.
You have to weigh whether the benefits outweigh the risks for you.
Also, the if there is risk analysis it may be overly focused on the short term. I've worked with "here it is" kind of people... and had to deal with the messes they leave behind. Those people get praised in the moment at the expense of the future (some of those cases were actually recognized eventually and the people were let go).
If on the other hand, it is sabotaging or disabling safety systems, e.g. exposing the internal network to outside the corporation or writing passwords on a paper lying on your desk, then you can get blamed.
My experience is that this will always be a kind of cat and mouse game and that is just fine. It keeps ICT sharp while there always are possible ways to cut some corners if things need to move forward. Alternatives would mostly be ultimate chaos or crippling bureaucracy.