I literally cannot get enough Vitamin D in the winter: The days are short here in Norway and the sun isn't enough. Theoretically, I might be able to get it in the summer, but I really need to wear strong sunscreen since a medicine increases my skin cancer risk. The neurologist doesn't really want me to not take the supplements anyway.
My diet isn't bad. Mostly vegetarian, though I try to eat fish once a week and not otherwise completely devoid of animal products (dairy, for example). The rest of my bloodwork turns out OK.
Anecdotally, I can tell you that historically I used to get sick 2-3 times a year minimum, and since I began taking vitamins 5 years ago I got sick 1 time.
But I do generally agree with you about vitamins and minerals coming from diet over supplements, but I also say if you can get all your vitamins and minerals from food, your just not running enough (thats a joke).