Nope. Nothing pulled up progressive used as a noun. I'll google a bit.
Progressive dances here tend to be sequence dances made up of short repeating patterns. Once a pattern is finished, the lady moves on to the next gentleman (progressing onto another lead). During one song, you usually end up dancing with everyone on the floor. It's a good way to get to know other leaders that you might not usually dance with, and for them to get to know you as well.