If you look at the HDMI pinout, HDMI (unlike DVI) only transfers digital signals. VGA needs analog signals.

The means there are no passive HDMI to VGA cables. All VGA to HDMI cables contain electronics, which implement a complete HDMI receiver and a VGA output, and need to be powered (from the HDMI power pins, you don't need ab extra power brick).

The "bigger case" is where the electronics are. Sometimes the electronics are small enough you don't notice them in the plugs.

You need a HDMI-to-VGA adapter. Your laptop is outputting an HDMI signal which has to be converted to VGA.

Some connectors are physically different, but use identical signaling - in these cases a passive adapter is sufficient. Passive means there's no signal transformation necessary. It's just two different connectors wired together. For example, DVI-A is just repackaged VGA (aka D-Sub) and they can be passively adapted both ways. Similarly HDMI uses the same signaling as DVI-D, so you can convert between them without any electronics - just wires.

HDMI and VGA are completely incompatible, so you need an active adapter which will decode the HDMI signal and produce equivalent VGA signal.

You may be tempted to use a passive HDMI→DVI adapter and then a passive DVI→VGA adapter, but this won't work. HDMI would be converted into DVI-D, and the second adapter needs DVI-A input. DVI-D and DVI-A use physically compatible connectors, but the signal won't go through.

Note that while active adapters are directional (HDMI→VGA is completely different than VGA→HDMI), passive adapters are usually not. As long as passive adapter's plugs physically fit, it will work in both directions. So for example a HDMI→DVI adapter would work for DVI→HDMI too.