The statistics you cited make clear they are correlated. You can't infer causation without first considering why those countries have fewer comorbidities. E.g.,
> > The report found that every country where less than 40% of the population was overweight had a low Covid-19 death rate of no more than 10 people per 100,000.
It could be that the reason they have less overweight people is that they are more prone to follow health and nutrition advice in general, and this same propensity led them to also follow advice on avoiding COVID.
Looking at a US obesity rate map, there is reasonable correlation between high obesity rate states and states for which COVID has had high second and third wave death rates.
But there is also a good correlation between high death rate states and states where people are lax in taking preventative measures. That seems to be better than the obesity rate correlation. Florida, for example, is noticeably lower on obesity than the rest of the South, being more in line with most of the Northeast and the Northwest but is a leader in not taking COVID preventative measures, and has had terrible second and third waves compared to states with comparable obesity rates.