VIX futures prices in contango vs. backwardation

So I am having an issue with understanding how VIX futures prices change with time depending on the shape of the curve.

If the VIX futures curve is in contango, it means that longer term volatility contracts are more expensive than short term because of the higher expected LT volatility. This idea is supported by the graph 3 of the reading 16 and I am OK with this part so far.

But then, the curriculum says:" When the VIX futures curve is in contango (backwardation) and assuming volatility expectations remain unchanged, the VIX futures price will get “pulled” closer to the VIX spot price, and they will decrease (increase) in price as they approach expiration (Institute, 08/2019, p. 321)."

So in short, the as per the curriculum, in contango the VIX futures will decrease in price as they approach expiration. But, my question is, since in contango futures prices are lower than spot prices, should not they increase in order to come closer to spot value? I have no clue what I am missing here.