When using my home computer, why are sites not blocked (they are blocked when using my work computer) when using an SSL VPN (Sonicwall Netextender in this case) to connect to my company's network?

When on my home computer and I connect to the VPN and use remote desktop to log into my work computer, the sites (youtube, facebook, etc...) are blocked as expected. But when on my home computer and I log into work VPN only, I can access the sites on my web browser. Is it because I am not going through my company's firewall unless I Remote desktop?

I constantly have my work's VPN on for when I remote desktop. When connected to my company's VPN and I am not using RDP to connect to my work computer and I use the web browser on my home computer, can my company see my internet traffic? If so, to what extent?