The Improviser's lit up strings are automatically turning themselves off.

Click on the quarter note button to access the options. Click on the Pattern tab and turn on all of the stings.

Make sure if you are using a song with "Auto Select" as the default pattern that you change it to a specific pattern as the "Auto Select" will turn off the strings like you are experiencing. Example: Bebop Major Jame has "Auto Select" as its default pattern. Click on the "P" button to change it to "Major" and it will not turn off the strings.