The spinning wheel is indeed absent in Mx5. Instead you can use the progress bar option to display a message in a dialog with a spinning indicator.
For datagrids it's possible to show a spinner when the application is searching in large datasets. Add this to your CSS styling (check your image+size):
.mx-grid-search-controls .mx-grid-search-button[disabled=disabled] {
background: url(images/ajax-loader.gif);
background-repeat: no-repeat;
text-indent: 18px;
background-position: 4px 4px; /* equivalent to 'top left' */
}
This will show a loader like this: https://app.box.com/embed/preview/a56xrjnq1mry87bk4kh073l4d1wwmf0r?view=&sort=&direction=ASC&theme=light
enjoy :)
ps. For microflows you have to adjust the settings like Stephan mentioned.
Hmmm, this is sad. We have to go change this in 452 places then... :(