
Brenna S. answered 07/10/19
Thesis Written about Film with Continued Research and Teaching
The name for the effect you're describing is dialogue overlap. This occurs when dialogue begins before a cut in the visual (meaning that the editing of the sound and the editing of the dialogue don't match up). It happens much more than we realize, but the example here from Game of Thrones is a perfect one--it prepares us for a switch in locations, though we haven't seen that change take place yet.
I would also consider Tyrion's narration of the Unsullied invasion of Casterly Rock in season 7 to have a version of dialogue overlap, though this takes a slightly different form. Tyrion begins talking to Daenerys and her team at Dragonstone, then he continues explaining the invasion plan as we see it happening on screen. For a show with lots of action/battle sequences, the cinematography here provides something new and different. Rather that see the invasion play out or just hear him explain the plan before it happens, we have Tyrion narrate it. The simultaneity of this approach is not only interesting to watch, it also speeds up the story and condenses the time it takes for the action to occur.