Just because vitamin D supplements helps with rickets doesn't mean supplementation helps all the other things we seem to attribute to vitamin D.

I think a good hypothesis for the discrepancy regarding why people with "naturally" high levels of vitamin D fare better than those who do not has to do with how vitamin D is produced naturally.

If you take the vitamin orally it might help for rickets and a few other issues but if you take it naturally via sunlight you might actually be having other benefits that aren't properly measured today.

With the current state of fear surrounding sunlight I doubt people are getting enough to see benefits and all studies use oral supplements instead of time in sunshine.