The highlighted is inaccurate. Grand juries do not make judgements of guilt or innocence, they make judgements about whether there is cause to proceed to a trial. Therefore, they did not agree that he was transporting drugs. They just agreed that there was evidence that he could have been transporting drugs. They can be seen as a check on prosecutorial powers to prevent frivolous prosecution.The indictment said he was transporting drugs.
The Grand Jury agreed, and charged him with transporting drugs for illegal purposes.
In order to make a judgment of guilt or innocence, they would need full evidence, which they don't get. This evidence includes explanations that counter or discredit the prosecutor's evidence. For example, Thermal's contract to remodel a house would negate the prosecutor's evidence that he was inside an empty house that did not belong to him.
Additionally, in federal cases, the prosecutor does not have to present evidence that suggests innocence:
linkProsecutors present evidence of criminal activity in an attempt to convince the grand jury that criminal charges are warranted. In some states and in federal court, they don't have to present any evidence suggesting that the target is innocent. The rationale is that the defendant will have the opportunity to present this evidence at trial.
For example, if prosecutors are seeking an indictment of Jane for an armed robbery, they might offer evidence of her fingerprints at the crime scene and a suitcase of money found in her car. In some states and in federal court, they wouldn't have to tell the grand jury that she has an alibi for the robbery.
For example, the prosecutor can say, for instance, that Garcia said he was coming from Missouri, while the car was found to have been in Texas while omitting the fact that the police reports said he stated that he was travelling from Houston Tx via Missouri.
The Prosecutor's objective at the grand jury stage is to convince them to let him proceed to trial. In some cases, the presentation may be analogous to an infomercial selling diet pills. Very selective in presentation and not subject to challenge or counterpoint. Hence the "Ham Sandwich" jokes.
People found not guilty are also indicted by grand juries.