A position with positive vega convexity — driven by vomma — has an asymmetric volatility payoff. This is what tail hedges are bought for: the value is not in the average outcome but in the shape, which pays disproportionately in the scenario that matters.
Short-premium books have the opposite shape. They make a steady trickle while volatility is flat and lose in a convex, accelerating fashion when it spikes, which is exactly how years of income vanish in a week.
Example: you own XYZ $40 puts and sell $48 puts against them. If implied-volatility doubles, the far wing gains more than the near one loses because of its greater vomma, so the spread widens in your favour beyond what its vega alone predicted.
Related: vomma, left-tail-hedge, long-volatility-trade, volmageddon