Question: I know that progressive jpegs download in multiple passes, and optimized are smaller (and thus faster to finish downloading), but does anyone have any hard data or best practices on *which type users actually prefer*?

Answer: 
I'm having trouble finding a definitive, recent answer but from what I can tell, Mobile Safari, to pick just one mobile browser, supports progressive JPGs, but doesn't actually load them progressively--meaning it just waits for it to download entirely, then displays it.

So it seems that the visual progressive loading feature simply isn't all that relative today, making the benefit much less appealing.

That said, making a JPG progressive *may* help compress it's total size, so by all means, that's still a benefit, but it's probably just not a big enough benefit where it's caught on widely. 

Also, as stated in my comment, I don't think this is a 'vs.' issue. Unless I'm misunderstanding what you mean by 'optimized' a JPG can be both progressive *and* optimized. In fact, any image format for your web site should be optimized.
The main difference is that when the picture (jpeg file) is export as "progressive" is going to load the full size image with reduced quality, while if it's export as "optimize" is going to load section by section from top to bottom.