I'm marking this status-completed, since for a handful of badges it is implemented:
There are a few others like this - Fanatic progress shows up on your user profile, Research Assistant on tag wiki pages, etc.
That said, I don't see it ever being implemented across the board - consider a badge like Unsung Hero, where you might well qualify for long enough to earn the badge, only to finally collect some up-votes on those answers. Even badges like Tumbleweed are problematic, since you might easily be 90% of the way there only to gain a few votes or attract a few views and suddenly be back at 0%.
In the end, not all badges are equal; some are milestones you might strive to reach, others are consolation prizes or recognition for truly exceptional efforts, contributions, or plain old good fortune. Displaying progress where there's something you should strive to progress in is great, but a few surprises are nice here and there too.