Given the extremely sensitive nature of this investigation—not only the political implications, but also the fact that it involves a state known to conduct assassinations on foreign soil—a closed-door hearing is entirely reasonable.
That's not why it's secret: it's not a case-by-case, sensitivity-based decision. Criminal grand jury proceedings are secret, period. This protects suspects, it protects witnesses, it protects the integrity of law enforcement investigations, it protects third parties who might be mentioned in evidence and testimony. This is a long-standing rule that applies to all criminal grand jury proceedings.