The improvement maintains itself "in the long run" because if the supervision stops, then some of the initial productivity acquired is lost. When you mention TQM you talk about long-term sustained increase, not an initial increase that is sustained on the long-term. This is proved by the effect itself.
The gains from a TQM approach should be separated from the gains acquired from the supervision of the employees. TQM focuses on the customer and his expectations, what the Hawthorne effect concentrates in is employee effectiveness. They are not mutually exclusive, but not necessarily intertwined.