The learning lag
In learning there is always a lag between knowing what to do (mind) and being able to actually do it (body). While consciously you can understand all the components of what makes a good improv scene but you’re not able to actually produce it on stage. It’s known as the conscious incompetence stage - you know you aren’t able to do it yet. This is when people often give up doing improv as the frustration is too much.
The thing to do when you find yourself at this stage is to appreciate that there is always a lag and there is no shortcutting this process. You can’t intellectualise your way to being better. You just have to keep going till the body and behaviour catches up with the mind and knowing. Once through this stage you reach conscious competence stage - you can do it if you think about it. Things will then start to flow for you more and then you enter the unconscious competence stage - you can improvise competently without even thinking about it.
So embrace the challenge, know the frustration is a sign that you’re close to bridging the gap and just keep going.