It is vastly easier for a grand jury to indict than a jury to convict in a criminal proceeding. All they need is a mere preponderance of evidence (51% - more likely than not). To convict in a criminal trial, you need "beyond a reasonable doubt" - oh, say 97%. Plus, you can introduce virtually anything relevant in a grand jury trial, whereas the rules of evidence for an actual criminal proceeding are much stricter.
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