I found many websites that switch from a content to another without letting the user watches the loading of many images and everything appears so light. Usually, I saw a sort of loading animation of 5, 10 or 15 seconds (without progress bar) that makes me think that it's the moment when the website renders all the initial content. I just came across a good use of progressive jpeg or they use a special framework? If not, what's the right development approach for fast loading images?
In these days of high-speed internet the advantage of progressive JPEG is that, with the right settings, you can get often get better compression than with sequential. In the days of dialup modems, progressive JPEG and interlaced GIF and PNG could allow to get a preview of what the image you were downloading looked like (and you could stop the download if it were bad).
Progressive JPEG does allow what you are describing. It takes more processing because the decoder has to decompress the image for each screen update. In order to see this effect on the screen, the decoder has to support re-decoding after scans and the application needs to interact with the decoder to update the display.
In summary, the fastest way to decode images is to process the entire JPEG stream. A progressive display take more processing but allows the user to see what is coming down.