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In bilayer transition metal dichalcogenide (TMD) semiconductors with 2H stacking configuration, the hybridized states between intra- and inter-layer excitons can benefit from both strong oscillator strength and high energy tunability. Such hybridized states remain to be explored in some TMD systems, such as bilayer 2H-MoSe₂. Here, using broadband reflectance contrast spectroscopy, we investigate the electric-field dependence of excitonic transitions in a dual-gated bilayer 2H-MoSe₂ device_.  We identify the interlayer exciton transition by its large Stark shift (up to 150 meV), which corresponds to an effective static dipole moment of 0.4 enm. In addition, we report the electric-field-driven coupling between the excited intralayer A2s exciton and the interlayer exciton, featuring an avoided crossing and the corresponding redistribution of oscillator strengths between the different exciton states. We further conducted magneto-reflectance measurements and observe a hybridization driven evolution in the g-factor of the A2s exciton from -4 to 14 as its energy detuning from the interlayer exciton is changed by the applied vertical electric field. The observed spectral evolution and g-factor change can be described with a phenomenological model in which the hybridization between the different exciton states is treated as a coupling between oscillators with spin-selective couplings. Finally, we study the electric-field dependence of excitonic transitions in natural trilayer 2H-MoSe₂. Strikingly, we observed an additional interlayer exciton branch with a giant effective dipole moment of 0.77 enm. Our results provide insights for exciton-exciton interaction in TMDs and promote natural bilayer and trilayer MoSe₂ as highly tunable system to be further integrated into cavities for enhanced light matter interactions.