Or maybe low vitamin D levels are a symptom of the same "root cause" that leads to higher risk for Covid-19 and just supplementing vitamin D does not do anything to lower the latter.
Those vitamin D level statistics have been floating around for months. What's missing is a placebo-controlled study to see whether supplementation would make a difference. But that involves more than just clicking a bit of statistics.
That study is absolutely not missing, and it says exactly what you'd expect it to[0]. It's even being tested as an active treatment[1]. In fact, that study was also done with Influenza[2] and other lung borne ailments as well. It pretty obviously works, has tremendous explanatory power in the observed patterns of disease, and the fact that no government has sanctioned its use or its mass production ... well, I guess modernity kind of sucks. Better to pimp useless expensive garbage pharma companies can turn a profit on.
Unfortunately, [0] and [1] are still ongoing and [2] reads like a blog post of somebody ranting about a statistical error, followed by some anecdotal evidence and the demand for an actual study. There could still be something there, but summarizing all of that as "quite obviously works" is stretching it.