Adjacent advice: I've recently played with opengl and jpeg turbo and I wanted to display images fast. I don't remember exact numbers, but enabling progressive for a jpeg was a significant slowdown for decoding. So if anyone like me is stuck with the old school advice that progressive is an nice to have, it's likely not. I personally don't remember any visual progressive image buildup in like decades, so it's not doing anything valuable at all.
JPEG photos stored as progressive usually take ~5% less space so there is value.
And it is possible to losslessly transcode JPEG to progressive.
Lossless transcoding to JPEG XL gives even more space savings though.
Progressive decoding isn't expected to speed up decoding, it's expected to speed up displaying large image files, especially for downloads via slow mobile connections.
I use cjpegli as encoder and it compresses best with its default progressive and full 4:4:4 approach, so it's not only a nice to have feature.