I'm actually pleased it was a study on white folks because since we know that this disease disproportionately kills blacks in the US, and blacks tend to have higher rates of vitamin D deficiency (because of the sunlight/skin pigment issue you mentioned) that we were merely seeing a reflection of the racial imbalance. This study suggests otherwise.
That said, there could be other confounding factors. COVID-19 could in fact "drain" vitamin D in some way. We know elderly people are disproportionately killed by the disease, perhaps vitamin D deficiency is more common amongst the elderly. Causal inference from observational data is tricky indeed.
That said, vitamin D supplements are cheap (for now). And most people don't get enough anyway. So people should take it.