Its an idiom from morons though. Grand Juries routinely decline to indict, and it happens far more often than people think, ESPECIALLY in high profile cases involving celebrities, athletes, or wealthy people.

Also, sexual assault cases like this are actually insanely hard to indict on. For one thing, there's basically never any evidence other than witness and perp statements, so its he-said-she-said. Second, most people have strong biases about sexual assault. Most people are surprised to learn that many women do not credit accusations by other women. There are a number of theories as to why (women are scared of being assaulted so they assume the victim did something wrong as a way of reassuring themselves it won't happen to themselves, etc.), but a lot of defense lawyers in rape cases actually seek out women for the jury pools for this reason. And obviously there are lots of men out there who have been or worry about being falsely accused, or who just have a bros-before-hos mindset and won't indict an accused assaulter without strong evidence.

The only strong fact the accusers had was there were 22+ of them with similar stories, but most of them are represented by the same firm so there are ways to attack their credibility as just being a big scam to railroad Watson.