That is strange, since Nautilus does have a prominent progress bar that triggers (or used to, anyway) when the transfer takes longer than a few minutes. As per this post, for reference:
It should also trigger the prompt when the transfer takes place between different drives.
But, in any case, Zorin OS 18 will come with many of these improvements. Progress is slow in many of these regards compared to a multi-trillion company, but it's there.