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: 
Here's an alternative perspective on it. Not an absolute rule, but a thing to keep in mind.

**It depends on what the image is for. Content, or decoration?**

If it's a background or other design element, use progressive, so the page looks okay-ish as soon as possible. If it's an element that moves stuff around, it needs to be there ASAP so people don't mis-press a button due to layout shifting. (been there a couple of times on mobile.)

If it's content the user is going to download, or consciously pay attention to, use regular JPGs. This communicates to the user that it's not yet finished, that they have to wait a bit. This stops them from saving an unfinished download, and they won't experience the site as bad quality but the server/connection.
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.