Jesse's escape was a central part of the climax of the finale of Breaking Bad.
The story of El Camino is not about Jesse escaping physical captivity; it's about him coming to terms (as much as possible) with those he hurt and those he lost, before moving onto a new life far away from Albuquerque.
Vince Gilligan hasn't explained why he felt he didn't need to repeat that scene for the beginning of El Camino, to explain the context of the movie to anyone who didn't follow Breaking Bad. But the manner in which the film evolved may shed some light on it.
Initially, it was intended to be a 20-minute "minisode" showing Jesse getting away and finding some sort of redemption. But the story was too complex to condense into a 20-minute TV one-off, so a whole feature-length movie was dedicated to it.
However, Vince Gilligan was apparently very aware that El Camino would only be of interest to an audience that had followed the show to its climax.
If, after 12 years, you haven't watched Breaking Bad, you're probably not going to start now," Gilligan says. "If you do, I hope that this movie would still be engaging on some level, but there's no doubt in my mind that you won't get as much enjoyment out of it. We don't slow down to explain things to a non-Breaking Bad audience. I thought early on in the writing of the script, 'Maybe there's a way to have my cake and eat it too. Maybe there's a way to explain things to the audience.' If there was a way to do that, it eluded me.
As such, he chose not to repeat the final scene. While that means anyone who watches the movie who didn't see the show would be utterly lost right from the start, fans of the show (who were the intended audience) would be picking up right where they left off.