I think not airing the pilot first really hurt the series, not to mention Fox's lack of proper/enough promotion of the series.
But there's a LOT of exposition and set-up in that pilot that's just glossed over in "The Train Job."
Airing the episodes out of order only hurts it on some minor contnuity levels, but not doing the pilot first was DUMB of Fox and that the show has such popularity on DVD I think "proves" that Fox erred in some way in promoting it, it's time slot, or how they aired the episode order.
Sigh.
What could have been.