I just skimmed through the paper, but what attracted my eye is the mention of severity at admission being a risk factor (but the confidence intervals are huge so I don't know what to make of it).
"Finally, a retrospective analysis of data from patients hospitalized with confirmed SARS-CoV-2 infection in all United States Veterans Health Administration medical centers found no evidence that, before ventilation, the use of HCQ either with or without AZ, reduced the need for subsequent mechanical ventilation"
Compared with what the paper actually says:
"In this study, we found no evidence that use of hydroxychloroquine, either with or without azithromycin, reduced the risk of mechanical ventilation in patients hospitalized with Covid-19. An association of increased overall mortality was identified in patients treated with hydroxychloroquine alone."
https://www.medrxiv.org/content/medrxiv/early/2020/04/23/202...