Argument #1: Forcing user to shift cognitive context is bad. Argument #2: In-built browser progress bars are good.
If you accept #1, #2 is wrong. If you accept #2, then #1 isn't as big a deal as you say it is.
Unfortunately we don't usually have that luxury or that data available, and we have to make do with our own experience and the advice of other professionals. But you should really take both of those things (especially our own experience) with a healthy dose of skepticism -- one of the primary goals of the scientific method is to put our own notoriously unreliable but deeply felt instincts in check.
That doesn't mean "real life experience" is worthless, or shouldn't be considered. It just means you should draw a hard line between the truths of life experience and truths established through well conducted experiments.
https://www.google.com/search?&q=cognitive+load+site:medium....
Claims about UI/UX regarding 'cognitive load' based solely on conjecture sound like pure pseudoscience. The 'Hollow Icons' article was an egregious example:
https://medium.com/design-ux/a93647e5a44b
If you've accepted the premise that cognitive load theory is going to be a major part of your design/ui decisions, and you're going to invoke it, then I think some meaningful testing is necessary.