Interactive computer simulations are commonly used as pedagogical tools to support students' statistical reasoning. This paper examines whether and how these simulations enable their intended effects. We begin by contrasting two theoretical frameworks--"dual processes" and "grounded cognition"--in the context of people's conceptions about statistical sampling, setting the stage for the potential benefits of simulations in learning such conceptions. Then, we continue with reviewing the educational literature on statistical sampling simulations. Our review tentatively suggests benefits of the simulations for building "statistical habits of mind." However, challenges seem to persist when more specific concepts and skills are investigated. With and without simulations, students have difficulty forming an aggregate view of data, interpreting sampling distributions, showing a process-based understanding of the law of large numbers, making statistical inferences, and context-independent reasoning. We propose that grounded cognition offers a framework for understanding these findings, highlighting the bidirectional relationship between perception and conception, perceptual design features, and guided perceptual routines for supporting students' meaning making from simulations. Finally, we propose testable instructional strategies for using simulations in statistics education.