How to reproduce:
1. Open the attached '1282030.zip' project
2. In the menu bar, select Progress > Start Task 1000 times per second update (threaded)
3. Close Editor while progress is still active

Reproducible with: 2020.1.12f1, 2020.2.0b10

Few lines of the stack trace (entities issue):
2020-10-01T23:48:43.944Z|0x379c|0x00007FF67AFA3A2B (Unity) Editor::Progress::ProgressManager::RemoveMainThread
2020-10-01T23:48:43.950Z|0x379c|0x00007FF67BF2AFC4 (Unity) Progress_CUSTOM_Remove
2020-10-01T23:48:43.950Z|0x379c|0x0000023B9AA223DE (Mono JIT Code) (wrapper managed-to-native) UnityEditor.Progress:Remove (int)
2020-10-01T23:48:43.950Z|0x379c|0x0000023B9AA22123 (Mono JIT Code) [D:\a\b\Library\PackageCache\com.unity.entities@51339ac9bb\Unity.ScenesScriptr.cs:72] Unity.Scenes.AssetDependencyTracker`1<Unity.Entities.Entity>:Dispose ()
2020-10-01T23:48:43.950Z|0x379c|0x0000023B9AA21F23 (Mono JIT Code) [D:\a\b\Library\PackageCache\com.unity.entities@51339ac9bb\Unity.Scenes\Script.cs:246]

Few line of the stack trace (no entities):
#0 0x00000103cd59ad in Editor::Progress::ProgressManager::ReportProgress(int, float, core::basic_string<char, core::StringStorageDefault<char> > const&)
#1 0x0000010514bfcc in Progress_CUSTOM_Internal_Report(int, float, ScriptingBackendNativeStringPtrOpaque*)
#2 0x0000017130878b in (wrapper managed-to-native) UnityEditor.Progress:Internal_Report (int,single,string) {0x7fed0687e7a8} + 0x7b (0x171308710 0x17130880d) [0x153d06960 - Unity Child Domain]
#3 0x0000015d92f62b in System.Threading.ExecutionContext:Run (System.Threading.ExecutionContext,System.Threading.ContextCallback,object,bool) {0x7fed04f54b60} + 0x2b (0x15d92f600 0x15d92f630) [0x153d06960 - Unity Child Domain]

Note: full stack trace and investigation of the issue is attached in Edit