Image Styles and Progressive Images
Basically Drupal does not change that kind of attribute on an image.
But I thinkg you can check this way :
1- Make a very large image with Photoshop ;
2- Save it without making it progressive ;
3- Upoad it on the website and try displaying it.

NB : Very large image because for this test you want to make sure the image will display slowly.

4- save your image again with Photoshop, making it progressive this time. And then :
5- Upload the new one ;
6- Try to display it in a new tab and compare.
Certainly you will see if there is a difference.

That's what I would do....