I think what Dogscoff had to say about his philosophy of religion is relevant here. As is usual with these discussions, we are operating on a number of different levels. As Dogscoff argued, there is a huge difference between organized religion (the Church) and a personal spiritual journey. I would argue that the path to enlightenment is a sort of personal progress (although the Zen masters would whack me around the shoulders for conceiving of it in this way
).
On the other hand, progress (the Enlightenment philosophes at work again - the same people for whom Catholicism was a superstition) in its modern usage is irrelevent to religion. Early Christianity, for example, eschewed the material in favor of the spiritual (the Papacy of the Medieval and Early Modern periods is another story) and would have scoffed at the importance of worldly progress. Saying that religion does not have progress is like saying you can't score goals in baseball. It simply does not apply.
Moreover,in the spirit of the Devil's Advocate (and post-modernists' advocate, too), I would like to toss out the postulate that progress itself is a modern myth. On one hand we have modern medicine, computers, cd players, SUV's, and Quick Marts. On the other hand, we have the atomic bomb, nerve gas, the Holocaust, ethnic cleansing, and totalitarianism (impossible without modern technology). Are we really improving ourselves?
About twenty years ago I would have answered a resounding yes. Now I'm not so sure...