Unmanned aerial vehicles (UAVs) have emerged as the potential aerial base stations (BSs) to improve terrestrial communications. However, the limited onboard energy and antenna power of a UAV restrict its communication range and transmission capability. To address these limitations, this work employs collaborative beamforming through a UAV-enabled virtual antenna array to improve transmission performance from the UAV to terrestrial mobile users, under interference from non-associated BSs and dynamic channel conditions. Specifically, we introduce a memory-based random walk model to more accurately depict the mobility patterns of terrestrial mobile users. Following this, we formulate a multi-objective optimization problem (MOP) focused on maximizing the transmission rate while minimizing the flight energy consumption of the UAV swarm. Given the NP-hard nature of the formulated MOP and the highly dynamic environment, we transform this problem into a multi-objective Markov decision process and propose an improved evolutionary multi-objective reinforcement learning algorithm. Specifically, this algorithm introduces an evolutionary learning approach to obtain the approximate Pareto set for the formulated MOP. Moreover, the algorithm incorporates a long short-term memory network and hyper-sphere-based task selection method to discern the movement patterns of terrestrial mobile users and improve the diversity of the obtained Pareto set. Simulation results demonstrate that the proposed method effectively generates a diverse range of non-dominated policies and outperforms existing methods. Additional simulations demonstrate the scalability and robustness of the proposed CB-based method under different system parameters and various unexpected circumstances.