You get paid out on a cash value of the VIX settlement at expiration, so the options are priced based on the expected value of the VIX at the expiration date. That value is represented by the VIX futures. The practical importance is that when spot vix falls or rallies, the forward price reacts much less and the options move less too. Partly that's driven by liquidity and partly by the fact that mean reversion is being priced into the curve.
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