Yes, they do have to eventually sell them, sometimes as many as twenty times before the eventually reach a market participant.  The parties that are being hurt are the ones that depend on the futures market to maintain their businesses.  The farmers, the drillers, etc. 

Please educate yourself on the original purpose of the futures market in commodities.  It was not created for speculators, but to help provide price discovery and risk management for agricultural commodities. It is much like the difference in a covered call on stock holding and a naked call.  One is insurance, the other is speculation.