I’m sorry, I’m going to try to convince you anyway. I took an improv class a few years ago, and I can attest that everything in that class was done cold, none of the students were made aware of anything beforehand. And yet they came up with some damned funny stuff.
Some people just are gifted with very quick, witty minds (the other thing I learned from that class is that I am NOT one of those people 
). And, as others have stated on this thread already, there are some general techniques that can be learned, and practicing improv also gives you a better “automatic” sense of what’s likely to be funny.
So I have no trouble believing that the performers are not briefed in any way, but it’s also very clear (as others have also already stated) that the stuff that’s not done from audience suggestions are clearly skewed to a particular performer’s strengths.