There's two reasons for that
- It is easier to buy the future than the cash products
- It is less likely that CBOE will be hacked than any of the existing exchanges
It is very hard and risky to arbitrage the spread (shorting the future and being long on an unregulated exchange) due to the risks of getting hacked, moving the money on shoddy platforms, long delays in transactions (bitcoin transfer/bitcoin USD fx/USD transfer). Notwithstanding bitcoin's volatility, a rational investor would rather have its exposure in a regulated established exchange that it can sue rather than on an offshore unregulated platform.
Also most brokers refuse do not allow short selling on that bitcoin contract, even for institutional investors. A position which seems justified given the first few hours of the contract.
Futures contracts on deribit were usually trading at a premium as well (except when there were hard fork rumors), a situation caused by margin financing pushing up the basis for long synthetic leveraged positions (both for CFD financed overnight at your usual retail CFD brokerage and term contracts (futures) on crypto platforms). This is a common situation for market with frictions (Chinese ETF and futures have been alternating between premiums and discounts for instance).