Because futures are contracts, physical delivery is required when each contract expires (of course, you can choose not to deliver and close your position in advance). If it is physical delivery, it means that the price of futures and physical goods cannot be much different, that is, we often say that the spot price of futures should return, otherwise why should we go to the futures market or the spot market to buy it? In other words, it is good to buy it directly in which market is cheaper.