D3 (and a bunch of other vitamins) might just be a proxy for simply good nutrition or even just wealth. If your D3 levels are alright, maybe everything else in your health is alright?
The extreme low cases of vit-d in developed nations tends to have a genetic component or other health thing. But the genetic link I think has been disentangled from overall affluence. I.e. certain people if they take vit-d supplements can improve their overall health.
Sounds like disentangling vitamin D levels is much more difficult than say controlling for social status, or income, age etc.