If I may, I would say 'Progress' is when the people live up to the morals and ideals that these great people followed during their lives. Just naming a place, building or a train after them is not progress. Chandrasekhar Azad was a great revolutionary who sacrificed his life for the country. If we want to pay a tribute to him, the the way to do it is to make sure that his sacrifice was not in vain. Each person must do their part in battling the social evils in the country. That is what he would want to see in the country he sacrificed his life for. Not a random building or a train named after him.
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And it's not like we haven't recognized his efforts. We already have enough statues and landmarks for these leaders. May be its time we started spreading their values and teachings instead of just naming things after them and calling it a tribute.
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Also, New Delhi was already present before Independence. The planning committee did not name or build anything. The foundation for New Delhi was laid in 1911 by the British Emperor when the capital was shifted from Calcutta to Delhi. The railway station for New Delhi came up in1926 and the city itself was inaugurated in parts starting from 1931. The name 'New Delhi' is an indication that this place is historically young compared to the older, more ancient part of Delhi. Changing is does not have any tangible benefit. Keeping it as is, at least makes it easier for interested people to understand the place's history and trace its origins. Renaming it is just a way of wiping off any traces of the place's history and heritage.