The definition is Without expression, meaning DEADPAN (showing no emotion). The rest of the clue works as a cryptic hint: "Improv rock band is dreadful" alludes to the Grateful Dead, who were famous for their improvisational live performances. If such a band were dreadful, you might say it was a DEAD PAN — a negative review ("pan") of the Dead. So the whole phrase cleverly leads you to DEADPAN.