Why do farmers need short hedge? I can't appreciate the red phrase. Pls see the question in the title. Why can't farmers simply sell their wheat ahead of time to buyers who are capable of storing this wheat, rather than inducing speculators to long the farmers' short positions? Why do farmers need $\color{red}{\text{short hedge}}$?
Zvi Bodie, Alex Kane, Alan J. Marcus. Investments (2018 11 edn). pp. 768-769.

Normal Backwardation



This theory is associated with the famous British economists John Maynard Keynes and
John Hicks. They argued that for most commodities there are natural hedgers who wish
to shed risk. For example, wheat
farmers desire to shed the risk
of uncertain wheat prices. These
farmers will take short positions to
deliver wheat at a guaranteed price;
$\color{red}{\text{they will short hedge. To induce
speculators to take the corresponding
long positions}}$, the farmers
need to offer them an expectation
of profit. They will enter the long
side of the contract only if the
futures price is below the expected
spot price of wheat, for an expected
profit of $E(P_T) − F_0$. The speculators’
expected profit is the farmers’
expected loss, but farmers are
willing to bear this expected loss to
avoid the risk of uncertain wheat
prices. The theory of normal backwardation
thus suggests that the
futures price will be bid down to a level below the expected spot price and will rise over the life of the contract until the maturity
date, at which point $F_T = P_T$.
"Why can't farmers simply sell their wheat ahead of time to buyers who are capable of storing this wheat..."

"...sell their wheat ahead of time..." is precisely what a futures contract does.

To imply that it is necessarily speculators on the other side is misleading. 
On a futures exchange, trading is anonymous and identity of counterparty is not known. The counterparty can be a hedge fund taking a long speculative position or a cereal company who intends to take physical delivery. 

For the short hedger (farmers in your example), it doesn't matter who is on the other side of the hedge. The futures position eliminates price risk regardless. It's a risk sharing arrangement. The party which has more incentive to shed risk must induce the other side to take the trade. If the short side is more risk averse, this leads to backwardation. Otherwise, contango.

(In particular, empirically expectation hypothesis does not hold for physical commodities. For financial products, no arbitrage would tell you EH holds not under the physical measure but the risk neutral measure.)