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In Medias Res sounds like it applies, but doesn't fully cover what you're talking about here...
Alien who crash-lands in the first episode and then the rest of the series has no budget... like in Animorphs? (Tee-hee.)
I found that the article for Pilot mentions that "Live-action pilots often have somewhat larger budgets than a typical episode of the series", so it's kind of a typical thing as we all understand that budgets are not unlimited.
Action Prologue also comes to mind; a crash-landing is pretty exciting and actiony, and more expensive than people just standing around talking. Although that's also not specific to Speculative Fiction.
Edited by KD

Is there a trope for shows where the first scene takes place in a Speculative Fiction world, then moves to the budget-friendly real world for most of it. Usually an alien who crash-lands in the first episode, or a fugitive from fantasy land.