Yep, that’s just how it was.
Does anyone remember when “Episode IV: A New Hope” was added to the scroll at the beginning? I know it wasn’t there when I first saw the movie — Lucas later explained he had no idea how successful it would be, and wasn’t sure there would be more episodes. He added “Ep IV” only after Fox agreed to fund additional episodes.
I do remember seeing the “Ep IV” (sometime after 1977 but before 1980 when TESB came out), and being shocked, then hopeful, knowing that it meant more would be forthcoming, as well as confused that the series we were seeing started in the middle of the story.
I remember it all being kinda confusing at the time (there was no public internet in the late 70s to get the word out — it was all word-of-mouth and home-brewed fanzines).