Vitamin D is the main known mechanism by which sunlight can effect health. That does not mean it is the only mechanism - there is some recent evidence for nitric oxide effects, for example - it just means it is the mechanism that is most understood and the most potent from what we know now.

This is not a just so story - research from the last 5-8 years or so has shown how vit D regulates gene expression in a host of tissues. The general theory that it is an input into a very large number of gene programs/networks is extremely solid.

Based on that foundation, the prior that vit D supplementation would have zero health effects should be very small. Of course that does not imply that the health effects are always positive!

Instead it merely implies that if you have a study which shows no effects - than by overwhelming probability - either they used too small a dose, or they happened to test something specific that vit D does not effect, or they made some more fundamental error.