In principle that would be a great thing to check but due to lack of clinical systems interoperability it's not at all trivial to check. Surescripts and the various pharmacy chains have data on who has been taking chloroquine but researchers will still have to get access, and then do a bunch of record linkage work to compare outcomes. In the hardest hit areas I suspect healthcare providers have also fallen behind on data entry so there's going to be a data quality problem.