I would have to look it up but there were studies finding that a vitamin D deficiency correlated with a higher risk of developing severe cases of Covid-19.

If there is a causal relationship (i.e. better vitamin D levels will reduce the risk) or if this is because of a confounding factor is not known, as far as I know. A confounding factor could e.g. be a more healthy lifestyle in general. Running outdoors will expose people to more sunlight which leads to more vitamin D production - while couch potatoes with an unhealthy lifestyle would get less sunlight and lower vitamin D levels. In this case, supplementing vitamin D might have little to no effect - because all it would do is raising the vitamin D levels while the person still would have bad health because of their lifestyle.

Here's a simple search for these keywords: https://www.bing.com/search?q=covid+19+severity+vitamin+d