Is there a report that shows customer's pay history changed over time?

Short answer, no. There isn't a canned report that trends this, and filtering won't get you there either. Here's why.

Average Days to Pay is a stored field on the customer's AR balance record. It's one running average for the life of the account, sitting right next to the count of paid invoices and the total days those took. There's no period on it, so there's no history to report against. Customer Summary (AR650500) and Customer Profiles (AR651000) both print it, but AR650500's only parameters are Suppress Zero Balances and Suppress Inactive Customers. No date range, and a date range wouldn't help anyway, because the number isn't recalculated from documents when you run the report.

The closest thing you can run today is AR Aged Period-Sensitive (AR630500). It takes a Financial Period, so run it for the same customer across successive periods and watch the aging buckets drift. That's aging rather than days to pay, but it shows the same deterioration and costs you nothing to try.

For the actual metric, build a GI on ARInvoice. Every document carries DocDate, DueDate, ClosedDate and ClosedFinPeriodID. Take the day difference per paid invoice, then average it grouped by ClosedFinPeriodID, or by quarter or year if monthly is too noisy. Filter to documents that have a ClosedDate so open invoices don't drag the average around. Across a two-year range that gives you the 30 / 40 / 60 progression you're describing.

Decide up front which basis you want. Invoice date to payment date is the straight days-to-pay figure. Due date to payment date tells you how late they are, which is usually the better signal if the customer's terms changed anywhere in those two years.