Wow. I am surprised at that. I thought the body would convert sufficient vitamin d if you got plenty of sun on your skin.
The trouble is that for people in much of the US, north of about Charleston, it isn’t possible to get enough sunlight on your skin during at least half the year. Many people also spend most of their waking hours indoors—commuting to work in a car or train, working in an office all day, and not getting home until after 6, when the angle of the sun isn’t direct enough to benefit them. So yes, supplements may be necessary.
Your cholesterol level could be too low. Cholesterol is the raw material the body utilizes, in conjunction with exposure to sunlight, to produce D3.