Supplements for fat soluble nutrients like vitamin D generally have poor bioavailability unless used with specialized emulsifiers for insoluble compounds that aren't widely used [1]. The body has a hard time buffering and storing the excess, which it can't filter out through the kidneys.

It's like fast acting insulin versus insulin produced by a functioning pancreas - it's going to keep someone alive but it's not ideal for the body long term.

[1] https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6631968/