Your body makes Vitamin D when in sunlight. Could it be that sunlight - and the whole being outdoors situation - is the thing that helps rather than vitamin d levels?
There's a research that winter sunlight in northern latitudes just does not convert precursors to vitamin D. Even when it's shining, no matter how long you are outside.
Interesting point, there is at least one theory out there which says that neither sunlight nor Vitamin D is necessary if an individual is really healthy. The ones that feel better on the Sun and/or Vitamin D are people who are at least mildly unhealthy and it's of form of addiction where the individual ought to keep taking something to just not feel miserable.