Why do they need to be smooth? What they offer is an indicator of progress. We can tell that the computer is doing something. Maybe not when it's done, but if the bar inches forward, it's not stuck at least. spinner.gif does not tell you any of those things.
The issue is progress is difficult to report. If I've got Process A displaying my progress bar and Process B doing the actual work I've got to have some sort of bidirectional communication between the two. It's more difficult if B is calling independent processes in the background. They need to report their status/progress to B which needs to broker those updates and pass back up to A.
It's not an intractable problem, just tricky and annoying. If a progress bar is a tiny fraction of an app's lifecycle it's a lot of work to make it accurate for little payoff.
