I think it is one of the hardest things to do when it comes to playing RPGs (and D&D in particular)... change people's ideas of what "improvement" is. For huge numbers of games (with D&D at the forefront)... mechanical improvement is front and center. Whether that be "gaining levels" and seeing your natural character numbers bump, or "gaining treasure and equipment" and seeing your bonus numbers bump... erasing and then writing in new numbers on your character sheet every couple of sessions is very much an easy indicator and benny of playing the game.
What is harder to get across as a GM, and harder for players to internalize if they are not used to it... is "in-game narrative progression". A character's "status" or "reputation" or "place" in the game world. Because that almost always has no real indicator of on a character sheet that a player can look at and see "Oh yes, my PC is becoming somebody. Sure, there might be the occasional game that has a "Reputation" statistic to give a numeric placement of that character on some scale... but more often that not it's purely GM narration and action that gets across where a PC stands in the world.
The GM has to go out of their way to truly indicate just how important a PC has become. Making sure that as the characters and their heroic actions become more well-known that other NPCs are more likely to stop and listen to them. That higher-status NPCs are more willing to listen to them and take their concerns seriously. To be placed in higher and higher positions of authority or status within the game world and having NPCs react positively to them as those authority or high-status figures. All the stuff that doesn't come from the dice, but how the GM chooses their NPCs to react. Because remember... dice never have to be thrown. In most RPG tomes it says quite clearly that don't use the dice when there's no chance of failure... and thus it is imperative on the GMs part to know when their NPCs just give the PCs what they want without a chance for failure-- including listening, respect, acknowledgement and agreeance.
At a certain point... Han Solo achieved a status within the Rebellion where people just listened to him. He could ask for things and others would do it. He never had to cajole, never have to threaten, never had to make a 'Diplomacy check' or 'Intimidation check' to get what he wanted... he had just earned a certain status within the game world and thus people treated him with the respect he was due. There are so many other times when a GM can ask for dice throwing, that this should be one of those times when they don't and instead just treat the PCs as the high-status figures they are within the world. But trying to translate that into a roleplaying game such that the players pick up on it through the roleplay and description without needing to be told out-of-game that this is what they've "earned" is not easy to do. The GM really will have to work at it to make it clear, and the players will have to work on realizing just how much earning their place "within the story of the world" is the true reward.