I often criticise the right wing for a lack of transparency but it seems Labour has its problems with opaque funding too, and entryism is still an issue for it.
There's a great exposé of the role of Progress, with a long list of questions about its funding here. If this was a left wing organisation action would have been taken about this a long time ago. It looks like action is needed anyway, even if it is funded by a Sainsbury.
Labour should stand up for transparency and accountability to be credible, in my opinion. Progress looks like an obstacle to that.