Wait... when you say "instantiate", do you really mean "initialise"? Because that would make the comment a lot more comprehensible.
So... just to be precise, when you specify a value for a member in the class declaration, like so:
bool m_progressWizardBool = false;
what you're technically doing is specifying a default
initial value for the member. If you don't explicitly initialise the member to a value, then it will be initialised by default to the value you've put in the class declaration.
There's nothing wrong with doing it that way. However, whoever is reviewing your code (you don't say who that is) doesn't seem to like you doing it that way, and prefers you to use an intialiser list in the constructor, just like Ganado, and FurryGuy in his first example, show you. This is the traditional way, that's been part of C++ from the beginning, and any textbook or tutorial will explain this as a way to initialise your variables.
We can't know why your reviewer doesn't want you to do it the way you did. But if they're no longer around to give any further communication, why care about their unexplained preferences?