For one, your body absorbs an abysmal fraction of supplements, nearly all of it comes back out the other end. This isn't unique to vitamin D, naturally, but for practically all food supplements. Your body is pretty good at taking care of itself so long as you give it the tools it needs. If you live in a northern climate, vitamin D supplements may be a part of it, but for most part, spending some time outside and getting your movement in is a reasonable baseline.