Do leverage pools force net negative outcomes? How are leveraged futures profits payed?
Warning
I am currently editing this answer, as I feel like I might have come to incorrect conclusions. (Maybe I didn't, but I am putting this warning in place in case I did). I hope to update this answer with more information soon.

Answer

It appears that a futures market is a zero-sum game.

Futures markets
the sum of all the long positions must be equal to the sum of all the short positions. In other words, risk is transferred from one party to another is a type of a zero sum game


Zero-sum game
a zero-sum game is a mathematical representation of a situation in which each participant's gain or loss of utility is exactly balanced by the losses or gains of the utility of the other participants. If the total gains of the participants are added up and the total losses are subtracted, they will sum to zero

See also another interesting question related to this topic: Where does the profit come from in short selling futures?
Conclusion
When it comes to futures markets, whenever you gain, someone else is losing. This differs from spot markets where, if the general price trajectory is upwards, you can gain without someone else losing. Of course a market cannot have infinite growth so eventually it will stagnate or come down, but as long as it doesn't drop to zero, there is a net-profit outcome. But a futures market always has a net-zero outcome.
With futures markets it is more important than ever to ask yourself why you think you'll be the one gaining and not the one losing. with spot markets, it is possible for more people to gain than to lose, and may be considered less risky if this is the case (long-term investments often match this critera).
In futures markets, funding fees appear to be an example of how gains and losses are redistributed to ensure a zero-sum outcome.

Interesting follow up question: Can futures markets exist that are not zero-sum?