Vitamin D helps absorption of Calcium.
If you read ingredients of those Calcium supplement, it has Vitamin D xyz Units....
Your body (skin) can create Vitamin D when exposed to sunlight.
And Vitamin is oil soluble. Your body fat will store those vitamin D and release them later (in cold winter).
But because of Canadian snow winter, most Canadians fail to store enough Vitamin D for winter, hence Vitamin D supplement is still needed.