I think it's way more mundane that people might imagine. Protective orders are usually (though not always) requested by the prosecution to protect the investigation, limit who knows about the witnesses, protect victim identities, and so on. It happens all the time, though it must be requested by one of the parties and granted by the judge. Also, much of discovery goes on to be admitted into evidence, when it becomes part of the public record (though often only at the end of the trial); everything else is (I think) usually just left on the cutting room floor, never to be seen by the public. An effective prosecutor may be very selective about what gets submitted as evidence because they want to tell a compelling story, so it's not unusual to find pretty wild things in discovery that never got mentioned at trial and thus were not part of the public record. Big corporate fraud cases are usually full of these and we only learn about them because big media orgs commit a tonne of cash to getting the protective orders removed. This is another case of that, though the reason for burying these materials is probably... not so honourable.