@chmst this is actually a slightly different problem. The other posts are relating to installing Joomla. This relates to installing components and is a simple progress bar of the file upload not SQL install which will is working in Joomla 3 but broken in 4.

Adding the below onBefore should fix this.

Joomla.request({
        url: uploadUrl,
        method: 'POST',
        perform: true,
        data: data,
        headers: {
          'Content-Type': 'false'
        },
        onBefore: function(xhr) {
          
            progressBar.style.width = 0; //progressBar.css('width', 0);
            progressBar.setAttribute('aria-valuenow', 0); //progressBar.attr('aria-valuenow', 0);
			percentage.textContent = '0'; // percentage.text(0);

			// Upload progress
			xhr.upload.addEventListener("progress", function (evt) {
				if (evt.lengthComputable) {
					var percentComplete = evt.loaded / evt.total;
					var number = Math.round(percentComplete * 100);
					progressBar.style.width = number + '%'; //progressBar.css('width', number + '%');
					progressBar.setAttribute('aria-valuenow', number); //progressBar.attr('aria-valuenow', number);
					percentage.textContent = number; //percentage.text(number);

					if (number === 100) {
						dragZone.setAttribute('data-state', 'installing'); //dragZone.attr('data-state', 'installing');						
					}
				}
			}, false);

			return xhr;
            
        },

Confirm the issue.

Upload per drag and drop show below screen until upload is finished:

Upload per give the animation in browser tab with the 2 points shown instead the favicon.

please test #34745