TV pilots generally have large budgets, but if you spend that money on permanent sets, it's a saving in the long run. Think how much use DS9 got out of that promenade over the years.I imagine the sets to accompany the cast would also cost a great deal of money. IIRC, DS9 made history with the Promenade being the largest single set in the history of television at the time.
One step at a time, though. In order for you to get years out of a set, your pilot has to succeed in the first place. Which it did in DS9's case, but an expensive pilot being the dealbreaker for a show's contract isn't unheard of in TV land.