It's obvious why Power Fantasy games focus on this… but most of the other games?
Call of Cthulhu seems to be well respected and considered "fun" but its characters are ALWAYS outmatched and never become better. The rules are like "well, I guess you could spend some time going off and training a skill..."
I can't decide if character leveling is just an unnecessary habit we keep repeating because it's what players expect, OR if I'm missing something obvious.