Data Sync won't know the two databases are identical until it compares the data row by row. It is a very costly process and may take a long time if you have large databases/tables. My recommendation is to have data only on one side and keep the same table empty in the other databases. In this case, data sync will use bulk load during initialization, and it is much faster than row by row comparison.
Scale up the service tiers of Azure SQL databases during initial sync should speed up things too.
To get information of the state (Ready, Not Ready) of a sync group you can use PowerShell cmdlet Get-AzureRmSqlSyncGroup. I don't know a way to get the progress of the first synchronization.