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Original installments that have no fantastic elements followed by sequels that have aliens, etc. would fall under The Series Has Left Reality. The more general idea of works getting additionally fantastical through sequels is Fantasy Creep.
In most of these cases, the setting is becoming less fantastic, not more. As things that were previously regarded as supernatural are revealed to be the works of a Sufficiently Advanced Alien.
Edited by TriassicSurvivorRelated, a setting becoming less fantastic or supernatural could be Doing In the Wizard.

The longer a work of fiction goes on, the more likely it becomes that the plot was started by aliens all along or converges to somehow involve aliens from the very beginning. The original installment starts as a standard fantasy settings or has no fictional elements at all and only in the sequels do we find out aliens were involved.
Some well known examples:
Warcraft (The Burning Legion is made up of alien species.)
Doom (Demons were from hell at first but some installments give them alien origin.)
Assassin's Creed (Aliens created modern humans.)
Dragon Ball (In the original series, Goku was just an unusual child in a world of unusual people, Z reveals Goku is an alien sent to Earth with a purpose. Same thing happens to Piccolo who goes from demon in the original series to alien in Z.)
The closest thing I found is Fantasy Aliens, but this doesn't necessary imply any genre shift towards harder science fiction or that the aliens had a deeper impact on the plot or that the aliens were at first described as something other than aliens.
Edited by TriassicSurvivor