This picture of VDR knockout mice being "lean" and "obesity resistant" is taking some of the trees for the forest and claiming it's the whole forest. If you are insulin resistant, generally force-feeding a lot of carbohydrate substrate without any other measures is probably not a good idea. Are carbohydrates bad? No.
Vitamin D has been skewed, I am sure intentionally, as a general calcified public is also "paradoxically" calcium deficient, or more aptly on a very low calcium:phosphate ratio, focusing on inflammatory, active D (1,25) paints the perfect, evil picture of vitamin D overall and is frankly wrong.
Hydroxylases tightly regulate local conversions to 1,25 from 25. What interrupts this regulation? Calcium deficiency, estrogens, PUFA. In other words pre-inflammatory state.
Knockout mice, barring all other factors of health - which is usually the game here in these worthless studies - will not experience this inflammatory, dysregulated system. And looking only at this narrowly through a lens, you derive your conclusion you are looking for: manipulating the meaning and function of things. In reality, in the real world, the better method in avoiding these inflammatory responses is, you guessed it, sufficient calcium, low PUFA, in turn keeping estrogen in check, and being careful of other inflammatory things. Much like the knockout mice scenario, removing some apparatus to prove something is bad, when that something itself is hijacked and fed into a detrimental cycle is a sleight of hand, not proof. Vitamin D is not the problem, and VDR knockout doesn't prove it is, only in that if 25 is converted via inflammation.
Lipopolysaccharide derived MKP-1, inhibition by inactive D already shows vitamin D is an anti-inflammatory, but not 1,25. And 1,25 is one of the resident experts of inflammation, when conditions of health are not met. Get tho9se conditions met and D does what it does that is good for us. By the way, progesterone and methylene blue also help
Also, "constant milk intake" is an absurd, hyperbolic suggestion. I am certain nobody here has an IV of milk coursing through their veins 24-7. You have some milk throughout the day, then we all fast whether we know or not: it's called sleep.
