Although there are a lot more options nowdays(heh), I'm pretty sure that the VIX only looks at implied volatility in options ~30 days to expiry. So the new, short term options do not factor into its calculation.
While VIX futures do cash settle to the special opening quotation of the VIX on expiration day, and while the correlation between the VIX index level and the futures is quite high, they don't necessarily move in lock step or even necessarily in the same direction.
While models that tell you what the theoretical price of something is are great at potentially identifying situations where there are mispricings among assets to each other, any mental model where the price of an asset is based on some theoretical calculation is dangerous when trading. The prices of traded things are based purely on demand and supply.
even then, this factors into the point. Implied volatility is just how high over the theoretical price of the option people bid. If the greediest speculators aren't bidding those up anymore, and instead of piling into nearer term options expiring every day, then the ~30 day options aren't reflecting the same sentiment.