There's actually a lot of backstory but it's subtle. When you've watched the whole thing the pilot is quite a different episode!
This. Which is why I no longer can tell how the Pilot plays for first-time viewers.
In Serenity we get established backstory elements of the Unification War (is the valley named in this episode or ep. 3?), Mal's loss of religious faith, Reavers, something more with Book than "just a Shepherd" (according to the Lawman), legalized Companions/prostitution, Badger, and the River/Simon overall arch. There is more to come and just about every episode offers some backstory or connects to a later episode.