This dietician blog on the British Heart Foundation website suggests it's wrong but partly right[0], saying "although having low levels of vitamin D is associated with increased risk of cardiovascular disease, the low vitamin D is a result of lifestyle factors that increase your risk of heart disease and stroke, rather than the cause of increased risk.".
The leading causes of death in the UK[1] are heart disease, lung cancer, influenza, dementia, vascular disease (stroke?) and lower respiratory disease. Skin cancer is 1% of cancer deaths, and for melanoma the peak of diagnosis is people 85-89 years old[2]. Considering average life expectancy, people are generally diagnosed with skin cancer a few years after they die.
The partial claim "refrain from going outside which in turn .. is way worse than potential UV induced cancer risks" could be right. Avoiding exercise and increasing your heart disease risk, in the hope that you'll avoid one of the more treatable and less fatal cancers in very late life, is probably the wrong tradeoff. Not to do with Vitamin D or covering up or suncream though. Still, why not do both - cover up and go out, lower heart disease risk and lower your chances of skin cancer diagnosis in late life.
How many people have you heard dying of skin cancer vs other cancers around you? High Vitamin D levels have shown over and over again to decrease the risk of serious cancers (the littérature is abundant).
Melanoma causes 1.5 % of total cancers related deaths according to CDC so you are much more likely to die from all the other types of cancer. https://gis.cdc.gov/Cancer/USCS/#/Trends/
