Looking at their other study using this same data, they found an INCREASE in major cardiovascular events among people with lower-than-average BMI with Vit D supplementation which was statistically significant: https://academic.oup.com/ajcn/article/115/5/1300/6496028
In other words: if an HN reader clicks on this thread and has the question "should I take Vitamin D?", the answer is: no one knows, and this study likely can't inform your decision.