My life changed after I got tested for vit D and started talking supplements. I was severely deficient. I am now sufficient and everything changed for me.

Bingo. Obviously being deficient is bad, but the reason supplementation seems unimpressive is this is one of those proxies for healthy lifestyle. Kinda like how grip strength is correlated with longevity but banging out tons of hand gripper sets isn’t going to do much for you health.

Keep in mind vitamin D is really, among other things, an immune signaling molecule.

So, we know the mechanism, and it's quite plausible that supplementation works.

In other words, as an skeptic, I don't think it's just an epidemiological correlation.

I also suspect that the frequency of outdoor exercise matters even if the total duration of outdoor exercise remains the same. Subjectively, I feel much healthier when doing thirty minutes of outdoor exercise six times a week, than when doing one hour of outdoor exercise three times a week. But then of course, all the causal effects could have been caused by a different factor (say dopamine release) than vitamin D.

Ding ding ding.

People who are drawing blood and trying to find some correlation between vitamin presence and health at this point are just practicing divination. The fact that it can be published in a scientific journal without any sort of RCT to back it up is palpably unscientific.

The customers of these studies are the supplement companies looking for another product to sell.

Maybe this is true if you’re only considering white people. Brown people can spend a lot of time outdoors and still be deficient, especially if their ancestry is from much a much sunnier region or lifestyle than the one they’re currently living in.

But then why do we see improvements in people that get vitamin D + K2 supplements and not exercise?

It depends on one’s whereabouts and kind of exercise. Exercising in a gym or outside with all your skin covered won’t make much vitamin D.