It is really more accurate to say that it was the things that the federal government did not do that made the Progressives upset. The Progressive Movement was generally a movement for more government intervention in the economy and in society.
Before the Progressive Era, the government did very little to regulate the economy and very little to help improve society. This was not seen as the government’s role. To the extent that the Progressives disliked anything that the federal government did, they were somewhat opposed to the federal government’s propensity to act against unions and in favor of companies during strikes. However, for the most part, the Progressives wanted the government to do more, not less.
The Progressives felt that there were all sorts of things that were wrong with society that the government should fix. They wanted the government to ensure that workers did not have to work in dangerous conditions for low pay. They wanted the government to prevent child labor. They wanted it to break up the monopolies. They wanted it to promote conservation of natural resources. They wanted it to prohibit alcohol.
In short, what the Progressives wanted was more government action, not less. What they did not like was the fact that the government did not, in their minds, do enough to improve society and to reduce the power of big business.