We have studied spinning superfluid He-4 nanodroplets at zero temperature using density functional theory. Due to the irrotational character of the superfluid flow, the shapes of the spinning nanodroplets are very different from those of a viscous normal fluid drop in steady rotation. We show that when vortices are nucleated inside the superfluid droplets, their morphology, which evolves from axisymmetric oblate to triaxial prolate to two-lobed shapes, is in good agreement with experiments. The presence of vortex arrays confers to the superfluid droplets the rigid-body behavior of a normal fluid in steady rotation, and this is the ultimate reason for the surprising good agreement between recent experiments and the classical models used for their description.