Markets are only zero-sum on a transactional level, in isolation. Yes for every buyer there's a seller and for every winner over some time scale, there's a loser.
But in the broader context of the entire real world, a well-functioning market is valuable in itself. It enables people to transfer risk inexpensively, instantly, automatically, and at fair prices. This competitive pricing mechanism also provides valuable signals to the real economy so people can invest in areas that need it.
Imagine a market with 4 participants:
-A farmer who grows corn and wants to lock-in a price for next year's harvest so he can invest in a new tractor and refurbishing his grain elevator.
-A baker who wants to lock-in his price for his corn purchases next year so he can invest in new ovens for his plant.
-A speculator who monitors price trends and takes risk intermediating between buyers and sellers.
-An exchange that provides a meeting place for these parties.
On Monday, the farmer places his orders with the exchange to sell his 2018 corn harvest. The baker is on vacation until the next day, so the farmer can't transact. However, the speculator knows bakers tend to buy corn around this time of year, so he buys the contracts from the farmer at a slight discount. The exchange also takes a fee from the farmer, and from the speculator.
The farmer goes off to the tractor dealer, and gets to work refurbishing his grain elevator.
On Tuesday, the baker comes to the exchange. No farmers are around, just the speculators who bought from them yesterday. Today is a lucky day for the speculators who can now sell to the bakers at a slight premium. Sometimes they misread the market and take losses instead. Again, the exchange takes a fee from the baker, and from the speculators.
The baker is comfortable funding purchases of his new ovens, knowing that he isn't at risk of corn prices rising next year, which would cut into his profit margins and make his plant unprofitable.
So far, the exchange has made money for providing a meeting place, and the speculator has made money for matching up buyers and sellers who arrive at different times. The farmer and baker each lost a bit of money by trading against the speculator--his profits are their losses, and vice-versa when he's wrong.
2018 rolls around. The cost of corn has risen due to import tariffs. The baker made money on the contracts and the farmer lost an equal amount. The exchange and speculator each made some money. Transactionally, this is actually a negative-sum game, because the exchange makes money no matter what, but it let everyone involved focus on their particular business and insulated them from risks they didn't want to bear.