I don't really understand rural improvements so far. In my game, you need to first improve a rural tile and then replace it with a unique improvement.
For example, in a recent Ming game: each tile of the Great Wall first required a rural improvement (a farm, woodcutter, or mine), meaning that you could not extend the path of the Great Wall without population growth. Then, you place the Great Wall over the rural improvement. Unlike when placing an urban tile over a rural district, you then do not get an opportunity to move the rural improvement to a new tile.
I guess this is ok for most rural improvements, but with the Great Wall, which works best in contiguous segments, it does not work very well at all, and you can see the AI struggling to make larger segments.