Cytokine responsiveness
My answer assumes you are asking about in-vivo effects of cytokine responsiveness. 

It has to do with the regulation of the differentiation process. Cytokine responsiveness depends on other factors like cell-cell signaling. To be sure that the differentiation occurs in the right place, the progenitor cells need a signal feedback from the surrounding context (the actual tissue where the cells will differentiate). If the feedback matches, they differentiate.

Stem cells on the contrary, are physically distant from that context, so they lack all the feebacks needed and do not respond to cytokines stimulation as the progenitors do.

Here's some literature about it:


Developmental changes in progenitor cell responsiveness to cytokines.
Mechanisms regulating lineage diversity during mammalian cerebral cortical neurogenesis and gliogenesis.
Signal transduction pathways involved in the lineage-differentiation of NSCs: can the knowledge gained from blood be used in the brain?
Enhanced responsiveness of committed macrophage precursors to macrophage-type colony-stimulating factor (CSF-1) induced in vitro by interferons alpha + beta 1.


However, note that the whole process is still largely unclear and it may vary for different cell types, so consider my answer as a generalization of the concept.