Cornell is correct. You get what you pay for.
I'm going to be the grinch. I always purchase progressive lenses from an optical shop. I'm stuck right now waiting for a flat tire to be repaired, so you will have to suffer with a long post.
3 things are important to me when I purchase a progressive.
1. The frame - there needs to be enough vertical dimension in the frame to allow the progressive portion of the lens to fit. Very narrow frames may look cool, but these may not have enough room to comfortably fit the progressive power. The optician will typically have you put the frame on, put a dot on the lens with a Sharpie right over your pupil, and then measure the amount of space below the pupil.
2. Where the progressive power begins - this is personal preference, but I always ask the optician to start the progressive power ( the "add") 1 to 1.5 mm lower than they often do. I find that if the add begins too close to my pupil, even if I tilt my head slightly while driving, I am blurred (think sipping coffee on the way to work). The same thing happens if i am driving a tall vehicle (truck, RV). If my driver's seat is up high, I may be looking slightly down at the car in front of me and I'm blurred.
3. The lens design - if you think about it, a lineless bifocal has to have "blend zones" where the distance prescription and the near power have to blend into one another. Those zones are optically imperfect, and your vision is distorted if you look through the blend zone. I tell the optician that I want the progressive design with the widest (horizontal) clear zone for reading. A narrow reading zone forces you to move your head from left to right as you read so that you can stay in the clear reading zone. The wider the zone for reading, the more likely that you will be able to keep your head straighter and move your eyes from left to right as you read.
Now, let's return to the Costco question. I haven't bought progressives from Costco in a number of years, so I may be ill informed now. The last time I looked at Costco progressives, I asked the optician to show me a picture of how wide the clear reading zone would be. I compared that to the designs available through a local optician. There was a significant difference. Before you plunk down a few hundred $$$ for your next pair of progressives, I suggest you consider doing the same. I will pay more for a wider reading zone.
I am not criticizing Costco optical. I also have several pairs of single vision reading glasses (non-bifocals, readers only). I buy these at Costco to save money.
Regarding the Internet optical shops: I simply don't know how they do things.
Finally, what about the OP's question. They are buying prescription progressive sunglasses. Now it's going to depend somewhat on how these will be used. If these are almost exclusively for driving, and if reading will be infrequent, then my comments about a wide reading zone may be less important. Perhaps you'd rather put extra bucks into a polarized lens? Please remember that a Transition lens is unlikely to darken while driving, so specify that you want sunglasses if they are for driving.
Ok, my tire is fixed now.