They're also lighter skinned on average than the US. Your skin color makes a difference in absorption. Native European's skin evolved lighter for a reason, and that was to absorb more of the sun's benefits in a cloudier climate. The opposite is true for dark-skinned individuals; they do better in sunnier hot climates because their skin protects them from over-exposure.
Madrid is about the same latitude as NYC. Paris is significally to the north of Montreal. London is about the same latitude as Calgary.
Three-quarters of U.S. teens and adults are deficient in vitamin D, the so-called "sunshine vitamin" whose deficits are increasingly blamed for everything from cancer and heart disease to diabetes, according to new research. https://www.scientificamerican.com/article/vitamin-d-deficie...
Okay, so the numbers aren't consistent. They're not even close. That and a lot of anecdotal evidence. I find it hard to take Vitamin D deficiency seriously. I am anecdotally not depressed about it.
"[Vitamin D] supplementation was associated with a significant lower risk of both Covid-19 severe disease and mortality".
https://journals.plos.org/plosone/article?id=10.1371/journal...