The issue is that for most issues where people claim Vitamin D helps, X is very large (several years). If your goal is cancer prevention, this approach is virtually useless unless done in large groups.
Other than bone issues, I don't think Vitamin D works for anyone in the short term. For a few people, they see improvements in mood within a few weeks or months. Most of these few people regress afterwords even with Vitamin D intake (i.e. the improvement was just the usual noise variation).
I have my own set of chronic issues, and there is no shortage of ideas on how to help: Diet, exercise, vitamins, etc. The way I've maintained my sanity is to ask the following question:
"OK, if I go with this treatment regimen, how will I know it is not working?"
Most advocates simply don't have an answer. If it's vitamins, they'll simply shift to a different dosage, a different vitamin, or pull out the new paper of the week saying how vitamin X is only useful in combination with mineral Y (you can see plenty of that in this submission). By the time you give that a try, another idea will come up.
There will be no way they will believe the solution is not vitamins.
If it's exercise, it will always be "You're probably doing it wrong" coupled with "You need to ensure you have the proper diet". When you get to specifics, they'll pull out 20 variables that could impact your exercise regimen. You can't reasonably try 2^20 combinations, let alone 20.
There will be no way they will believe the solution is not exercise.
Same goes with diet. Must be the sugar. Or too many carbs. Not enough protein. Too much protein. Or the lack of Omega-3.
There will be no way they will believe the solution is not diet.
I'm all for trying, and I do try different things. The reason I go to the doctor is to get an expert and informed opinion. If his opinion is "the data on Vitamin D is poor", I want him to state that.