After a while I decided that it should be possible that a character develops in his/her resistance. It should not be handled like a training, because you can only increase your resistance when successfull mastering the threat.
So our group agreed on the following rule:
When doing a resistance roll, if you roll a high open ended (96+) you immediately develop +1 point for this resistance. Thus it is possible to have character progress on resistence over the time. However, you can only progress, if you face this threat.