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 this film would be only of interest to an audience who had followed the show to its climax. As such, he chose to not 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 from right where they left off.