This is typical "danger of statistics" kind of stuff: asserting that people with higher levels of vitamin D have fewer diseases and illnesses ignores HOW those people got those higher levels of D. If you get plenty of outdoor exercise and eat healthy you're going to have a far more robust immune system than if you work in a cube under fluorescent lights, eating cheatos, and expecting a dietary supplement from Walmart to make you Super Immune(tm).
A big bottle of vitamin D softgels costs me around $5 dollars per year at Costco. Is it worth wasting $5 on the chance that this study is wrong? Yes, I'll keep taking my vitamin D.