For me, I just noticed a few comments saying it helped their depression, was considering VitD already for Covid19 reasons, and figured the possible level of harm was almost zero so I'd give it a shot.
Not sure I'd expect a large randomised group to have a noticeable effect (can you link the study you mention, please) but perhaps "people who have reported depression, have been tested and found to be low in VitD" as a starting group and then see if it does better than placebo.
Thanks for your comment.