I specifically picked OnyX as an example because, while it's download has a progress bar, it is a completely filled "barber pole" style that provides no progress information, just a spinning pole, no progress of any kind. The same is true of the Safari progress bar (upper right corner of the main window)—it shows no progress or time estimates for OnyX.
Now that
is curious, for my experience doesn’t match yours. Running Safari 9.0.3 on a 2014 retina iMac under Yosemite, I
do see progress in Safari’s Downloads icon when downloading OnyX. That said, a gradually filling download bar is indeed not always present; in some cases (but not with my OnyX test) the progress bar is entirely filled (solid blue, no barberpole) for the duration of the download, while the file size in the Downloads list is indicated with a question mark. I suspect the issue is with information the server makes available or not (properly), as the case may be. I wonder if the barberpole phenomenon is something similar.