Democrats label themselves progressive nowadays because the term "liberal" has attained such a negative connotation.
As a historical note, in America, during the Cold War era, the term progressive was always used by members of Communist party and its various offshoots as a code word to refer to other members. Just as an FYI (no, I am not claiming so-called progressives nowadays = Communists, just a first-hand knowledge I have ).
Well, Wallace did run as a Progressive...
And in Canada, the Communist Party was banned and ran as the Labour-Progressive Party during the 1940s.
But, yes, Sam is correct. Republicans successfully turned liberal into a dirty word.