I just submitted a feature request http://www.filemaker.com/company/contact/feature_request.html
Would you support it (seeing how it's a slow time for the engineers at FMI) ?
Add an option to the Loop script step : "Show Progress Bar"
This will give the end user the feedback needed for a longer looping routine.
The developer will decide when to include it.
With a tip of the hat to Tim Cimbura for his web viewer solution and others, this would be native.