Really didn't know how to submit this - US govt case cites entirety of a Signal message from phone of the accused. It does not state whether the message was encrypted or simply used the Signal app to send a clear text SMS.
I don't think this is a very big deal. They could have got that from his phone if he does not have a secure PIN to open the phone or does not have Signal's various privacy features activated.
Per the document, Caldwell seems to have installed signal relatively recently (months rather than years) and might not be familiar with all the advanced options. Not everyone uses the disappearing messages option for example, and (until recently) all group members were effectively administrators, and so any member of a group could unilaterally switch off disappearing messages. Also until recently there was no way to boot someone from a group so if there was anxiety about a person being disruptive, not participating, or having poor security practices the only option was to create a new group and add everyone except that person, which becomes a big administrative headache once you have more than a few people.