Here's why I thought it was a great pilot.
It sets the expectation that the bad guys are going to win, or at least the main character is not going to be happy in the end, which is a common thread throughout most episodes. You could argue that almost any episode could've set that expectation, but as you said, because the episode is so otherwise grounded, it really gets you thinking, "Oh, they're gonna catch this guy just in time". It plays out almost like a police procedural, but the bad guy wins.