Why would there be a direct indictment rather than an indictment for something I was never arrested for?

Normally the police arrest first and then an indictment is obtained. I am not licensed in North Carolina but a direct/silent/X indictment is where you are indicted first and then arrested on a warrant that is issued when the indictment is filed. If the prosecution has an ongoing investigation there may be several benefits in proceeding with a direct indictment. Each case is different and only an attorney familiar with the charges, facts and circumstances can properly advise and guide you. Either way, at this point you are indicted. It is never smart to try and navigate the criminal justice system alone. I suggest you get an attorney as soon as possible and start discussing this with him/her.