The problem with PAL was that game wasn't full screen, more like bordered. The games also ran slightly slower. Very noticeable.
This has nothing to do with progressive scan though.
You seem to be talking about 16 bits games. These were 240p through RGB SCART, so it was progressive already on CRT. Yes, for these games, we had borders and a slower speed.
Many SEGA games had optimization to fix the music speed on later games for the MegaDrive, because as always, SEGA was actually trying to respect its consumers, unlike the other company who simply did not give a shit.
OP was about PS2 though, this is the realm of 480 lines. CRT can only display 480i or 576i, meaning interlaced. They cannot do progressive.
Still the situation for 480/576i games wasn't as bad as on 16 bits console, depending on which console you were playing. Because you know what ? There was an awesome company out there who was actually trying to do things properly. Guess which company it was ?
Well it was SEGA, no shit !
On Saturn, almost all SEGA games are actually optimized for PAL regions, meaning that they run at the proper speed and without borders (or very limited borders). This was true on the Saturn, but even 32X games had optimizations (at least for speed) for SEGA games. A game like Knuckles Chaotix is actually optimized for 288p, meaning that the field of view is bigger in PAL than in NTSC.
Of course third parties did not give a shit, just like Sony and Nintendo, and never optimized anything. So you had to run these games in 60Hz. Well do you know the great news ? SEGA actually made it extremely easy to switch the Saturn in frequency. You just have to solder two points at the back of the console, next to the memory battery.
Can't believe that we kicked out of the market the most consumer friendly manufacturer. Did I even state that SEGA was the only company providing true SCART RGB cables with all its consoles, starting from the Master System ? While Nintendo and Sony have been providing composite up to the Wii and PS3 ? What a joke ! SEGA was doing better with the Master System, 15 years earlier.
People just like being taken for fools I guess.