But the changes in human societies that are commonly called "progress" are the result of purposeful decisions by individual human beings. So it's not unreasonable to perceive some cumulative teleological direction.
A useful way to think about progress is as a comparison relation between two states of the world. It's probably impossible to establish a total order (in the mathematical sense) between all states. This is the part of "progress" that's open to debate.
But it's very clearly possible to establish a partial order. Decreasing child mortality, decreasing starvation, decreasing violence -- all of these are things that are hard not to call progress.