im using the latest version of Sonar and I DO see the progress bar in when loading a project.
granted its fast (what can I say I have an I7

)
its in the same place the export project bar is.
typically heavy projects here open in 10 seconds or less.
If you looking for a project progress indictor chances are a progress bar is the least of your trouble. it could be a failing hard drive, bad RAM, even a plug in causing the slow start up.
hope this helps.