-- To tell the truth, I'm kinda frustrated with my Skymin in PMDIII right now. It can't even survive a single ice-type spell. Now I had to put him in the microwave to un-freeze him. Skymin is quadruply weak to ice, you know.
Which explains why Shaymin turns back to Land Form when frozen. It's a protective mechanism that has evolved since the Ice Age. It also explains that Shaymin's Sky Form actually came first, and those who have the ability to turn into Land form when the temperature dropped survived the Ice Age. Therefore, Land Shaymin is what we see today.
Evolution is merely a change in the frequency of a certain trait within a species. For example, before the Ice Age, the frequency of Sky Forme is more than Land Forme, because Sky Forme can capture more prey, and therefore is beneficial for the population. However, when the Ice Age came, the frequency of Land Forme increased because resistance to cold climates is essential for survival. There isn't any "improved version", it's simply variations within the same species.