The progress bar is designed to be independent of the editor window/program that is being used because CSE HTML Validator can be used in 3rd party applications that support it, so the progress bar can be set to appear anywhere. It's just the way it is currently designed.
It also just shows the progress of a single validation, so if you are validating 12 documents, then it will show 12 completions, one for each document. I understand this is not ideal in some cases an it could potentially be improved in a future major release.
You can turn off the progress bar if you don't find it useful.