Right, but in improv, you practice "bits" and you work with your fellow actors in order to be able to pull off "improv" seamlessly. I am sure that the players take time to work with one another regarding their characters, talking about how they should interact and what they might do when X or Y happens.
The point is that they are entertainers working on a professional show. That doesn't mean they can't enjoy themselves, and it doesn't mean they aren't also playing the RPG. But they are also acting the whole time, and it is not like a "home game."