What's "future research" and how can they know anything about the future?
Isn't it epistemologically impossible? Single people cannot know what others think or do. They can formulate ideas (anyone can do it), but they cannot predict what others will think and do?
So what are they really doing?
The question is a bit unclear, however "future research" may refer to research that might be done to provide more insight into a topic. A lot of times the results of a study are unclear and so future research is needed in order to make a theory more robust. This condition often arises in proposed medical treatment.
Future research, and predictions about the outcomes of that research, are how we move science forward. As an example, I have proposed "future research" into a number of different questions. A Chinese study on asymptomatic pertussis carriage, for instance, suggests the need to do a similar study in the United States. I have concluded that if the rate of carriage is similar, future research will reveal a high number of previously unrecognized infections.
Grant proposals frequently explicitly discuss "future research" (as suggested by DanielGoldman's answer). Is some such proposal where you read the phrase that prompted your question?
Proposals will typically discuss in exhaustive detail (including personnel, equipment,etc) the research to be conducted and funded by the grant. And there's typically also a "future research" section, describing further research that may be proposed depending on the outcome(s) of the current research.
That is, the full research programme is decomposed into several investigations. Moreover, the scope of that full programme can't be entirely known or understood beforehand. So the scope evolves as results from earlier investigations help to more clearly define the overall direction of the subsequent research.
Nobody's suggesting they know anything about the future. Quite the opposite, "future research" is typically humbly suggesting ignorance about the outcome(s) of the immediately-funded investigation. But evaluating the current grant proposal also typically involves evaluating the principal investigator's plans for follow-up research. So he has to submit some kind of "future research" ideas along with his current proposal.
