I dont think its fair to seperate the terms improv and theory as the two are not mutually exclusive. In fact, I believe they are almost intertwined. Even if you just play by ear, and have never read a single word on theory, you are still probably playing scales. You have to think about something, music theory isn't a true or false kind of thing, Its a documented guide of how we hear things in western music. Theory is born of music tradition and helps us figure out the "math" behind what we naturally think sounds good. This holds true for the blues just as much as it does baroque music or anything else. I know for a fact if you listen to old robert johnson, or blind lemon jefferson, A WHOLE LOT of what they play is ofund within the blues scale, and most of what isn't is just passing tones!. Even when blues guys play "outside the changes" alot of that is based on theory too, the V of V or the IV of V, tritones, the whole like. Just my two cents!