Since you’re the one creating the world of your script, you know exactly what’s going on within it. Or at least you should. This doesn’t just refer to the events of the story. It’s a bit more extensive than that.
You know the world in which your story takes place. We don’t. It’s up to you to show us how things work in here. Some writers write under the impression that everything we need to know is right there on the page for us to see. They do, so how could we possibly not?
Sometimes the information we need to follow the story is presented gradually, or it might be thrown at us all at once in one big info dump (which runs the risk of too much too fast, resulting in something being skipped over). There are also times when we get nothing, so we and the protagonist experience everything firsthand as it happens.
Who hasn’t read a script and found themselves confused about “how things work here” because it wasn’t there, or only got a fraction of what they needed? Without that, your reader’s going to spend more time playing catch-up while trying to figure out what’s going on, which will take away from them being able to focus on the story itself.
You don’t want that.
This goes beyond genre. While stories of a more fantastical nature will require a little more explanation and/or exposition, even a story that takes place in the present day with normal, everyday people will require some kind of “get us up to speed”-type scenes.
One counterpoint to this – the lack of filling us in is intentional. Part of the enjoyment of the story comes from the gradual learning of information. An ideal setup for mysteries, but that’s all I can think of.
Personally, I find it more effective to fill us in as we go along rather than just dropping us in the middle of this new environment with the attitude of “You’re on your own. Good luck.”
Make it as easy for the reader to be able to follow along with what’s going on in your story as you do. Potentially difficult, but not impossible.