Micronutrient deficiency is endemic throughout the developed world. Given that 40% of Americans are Vitamin D deficient, some critically so (this gets worse the darker your skin is, with as many as 60% of Hispanics and 80% of African-Americans being Vitamin D deficient), there's no way that one Vitamin D pill a day could hurt. It could only help. Vitamin D helps lower anxiety, too.
https://onlinelibrary.wiley.com/doi/full/10.1002/brb3.1760Personally, I recommend raising one's levels of Vitamins A, B, C, D, E, and dietary nitrate, and taking NAC, selenium, quercetin, resveratrol, and curcumin, but avoiding hypervitaminosis, which can cause fatigue. The best and most bioavailable sources of vitamins are foodstuffs, not pills.
The best thing for one's blood vessels is to just eat a damn salad instead of hyper-processed, hyper-palatable crap loaded with sugar. Fish for Vitamin D, kale, beets, celery, cabbage, spinach, and kimchi for dietary nitrate, brazil nuts for selenium, garlic for cysteine, and maybe some turmeric-spiced chicken.
You know, a lot of people say that the flu season peaks in the winter time because people are inside and have less vitamin D. Of course, it's only speculation because the links between vitamin supplementation and a healthy immune system are correlative, but perhaps maybe not causal.
A lot of the problem with the Covid studies, including the one you linked, is the small sample size. The control and test group had less than <20 subjects in this study. And then the problem arises about the efficacy of vitamin supplementation on severe Covid infection. Hypothetically, if people supplemented vitamins before infection, their outcome perhaps would be better. Maybe there are studies that might examine vitamin supplementation among a cohort of people that have not been infected yet and follows them throughout a period to determine how many of the supplemented group get a severe Covid infection, versus the control. But for that to happen, you'd need to control for previous infection (and do an antibody titer test) and vaccination status. A bit hard when almost everyone in the first world has either previously been infected or vaxxed.