Beethoven first made his name famous in Vienna in improvising competitions. Only later did he go on to composing. J S Bach was famous for improvising music from small musical fragments generated by his audience.

These were not the same kind of improvising that happened later in jazz but never the less they were improvising. Most of this European improvisation was not written down, and of course none of it was recorded, so the only evidence of it is written, and not in American English. Perhaps it is expecting too much of Ken Burns to require him to have knowledge of European culture. I enjoyed his series on Country Music.