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.