I am guessing he meant "least adventurous," not proggy per se in the sense of writing songs that are broadly defined as progressive rock or metal epics. In that regard, I definitely agree that their most adventurous days were earlier in their career (1992-1994, 1999-2002).
How is it that you skipped over their Derek days?
When it comes to DT being adventurous, I'd say their most experimental album by far is FII. Yes, there was a lot of label involvement there, but even without it, even the way it was on the FII Demos, it sounded like they were exploring a different, more melodic style, but in a very different way than I&W. Whereas I&W sounded like a natural progression and improvement over the WDADU formula, FII sounded like something completely new and different from them.
So if we were to define "Progressive" as something experimental, then I'd say FII is their most progressive album. But if we define Progressive as long, epic, time signature changes, playing around with different riff and melody patterns and ideas in a single song, then I'd say they've been consistently progressive throughout their entire career, RR days included.
And if we're gonna address the whole prog vs. progressive thing again. Or at least the term "proggy", to me, that term indicates something more wanky, that's a lot more keyboard or at least melody oriented. So yeah, proggy kind of takes a backseat when the metal element enters the picture, and suddenly everything is more riff driven. But until we get an official musical definition on Progressive, Prog, Proggy, Metal, Metallic, then these semantics are all up to individual interpretation, and arguing about them is like arguing about whether a piece of art is good or not. People of different generations and different musical experiences will have different interpretations of these terms, so what's the point?