Why don't villains train and prepare for any future encounters with heroes? You can't become a great fighter by being lazy or you will get your ass kicked.They should be testing their powers and skills, making improvements, adapting to new situations, preparing for any and all possible scenarios. You can't beat anyone if you don't have a clue how to use your skills properly.
@cmyers1980: That seems true in some cases, but there are a few exceptions.
It seems that the villains that show up form a different world, galaxy, or time seem to not need any help. In the end the readers tend to want the "good guys" to win so if you had a villain that constantly got better, stronger, and smarter it would become even harder for them to be beaten. You look at Darkseid from Superman and Justice League, he comes in being a pretty hard person to take on. Making him more improved would make it just that much harder on the heroes. The same thing with Apocalypse from the X-Men series. He's a bad mammer jammer and an incredibly hard adversary for them. You do have a few villains that have practiced their craft and have evolved more as a antagonist. Examples would be the Joker in Batman as well as Magneto in X-Men. Both of these character have been around for a long time and are constantly devising new levels of preparation as well has honing their traits. Joker has for the most part mastered his art of deception as well as his mental mind games. Magneto is the master of magnetism and has practiced with his powers and has become one of the hardest foes on any given day.
I do see your point though, in some cases if the villains were seen improving it could lead to more of a battle with the heroes. Sometimes the villain pop up and in no time he is defeated without much struggle. That's where the few villain they have let improve come in to play and can keep the confrontation going for multiple issue and may even escape and live to fight another day. I think we could have a few more characters that could improve and make the comic book universes better all around.