Yep, so that sk is fine BUT the most it mentions about HTTPS Inspection is:
"Of course, HTTPS Inspection is mandatory for the proper usage of the Office 365 services"
and HTTPS Inspection still inspects some of the packets which kills the streaming installation.
Even in sk110679 which sk112354 refers to, the most that is mentioned is:
"HTTPS Inspection is mandatory on Security Gateway to achieve proper detection."
So both SKs in this instance aren't that clear as to what needs to be done within HTTPS Inspection to allow the streaming install to work.
Disable HTTPS Inspection and the streaming install works. Switch HTTPS Inspection back on and the install fails. That even rules out Geo Protection and IPS meddling...!