Just for clarification; DVI does not have any copy-protection "features" but was intended initially just to provide a digital interface between the PC and the monitor. As such it was never meant to support "consumer" applications. HDMI is a superset of DVI and supports over and above DVI functionality; the various (HD) formats used in the CE domain (mainly wrt. aspect ratio's), Audio, A/V control functionality, and bless their little hearts, copy-protection in the form of HTCP.
The fact that there is very little difference between component and digital is not really strange since both will carry the same resolution of video.
What I do find interesting though is that there is a huge difference between progressive and interlace coming from the DVD. I would assume that is using the DVI cable? That I could understand since the DVD signal is passed "raw" to the TV light engine. If the interface is component though, I would be very surprised (and disappointed at Mitsubishi's capabilties in upconversion). Why not try, just for laughs, using component video out from the TV and then swtiching progressive scan on and off on the DVD player. Let us know if you can see a difference.