I found this post because I was having the exact same problem,
It has been a while since you posted your question. Have you figured out a solution?
I think I may have figured out why it was not working for me...
I had the source for the progressbar declared in the action script (i.e. myProgressBar.source = myLoader;).
This was causing the progress bar to only work intermittently.
I selected the progressbar on the stage and put the source into the progressbar component parameters, my progressbar is now working consistently.
Hope this helps.