One sense of "advance" does mean to improve, but another commonly used sense is simply to "move forwards". History advances, literature advances, music genres and technique advance, time advances. None of those imply improvement or a value judgment, just moving-forwards and building-upon (or building-in-reaction-to).
You can absolutely say drama has advanced since Shakespeare, and few people would misunderstand. To say it hadn't would mean nobody had continued to write plays in the same tradition of western literature.
(See [1] and contrast definitions 2 and 3.)