What does Progressive mean

First things first, the word “progressive” is an adjective that gives some quality characteristics to the noun. In music, the words like this were introduced to describe a certain mood of the genre, for example:
Deep - House
Hard - Techno
Uplifting - Trance
Progressive - Psy

Eventually, these words became part of the genre names, but their original meaning hasn’t changed.

Talking about progressive specifically, it gives a sense of... well, you guessed it, — progression. Whereas in some other genres you just want to skip forward and finally listen to “that drop”, in Progressive music that sense of progression and immersive building-up is the goal itself. It’s very consistent, often with no climax or big emotional peaks which other genres typically have.

And the difference is not only in aesthetic. In progressive music, a sequence (whether it be a melody or, let’s say, a pad) lasts much longer, sometimes it can go pretty much the entire track duration as the opposite to non-progressive music which typically changes sequences every 16 or 32 bars.