I disagree. Under this interpretation, a once played Improve could 'improve' cards for the remainder of the game.
So you mean because Improve doesn't say "at the start of Clean-up
this turn".
Yeah, read literally it would apply to all Clean-up phases after the card was played (but it would make no difference, since you can't trash a card more than once). Encampment also says this. The implication is that they apply "this turn", but to be technically correct they should have said so. Note that Scheme (1st edition) actually did specify this, saying exactly "at the start of Clean-up this turn".
As Crj concluded, "at the end of your Buy phase" (on Wine Merchant) means any and all Buy phases. (Goons, Peddler etc. work the same way.) Based on this it would work the same way as an on-play instruction,
read literally. But sure, you could also choose to assume that "this turn" is implied, like on Improve and Encampment. The problem is of course that the ability doesn't make any sense as an on-play instruction. That's why it's impossible to infer anything.