"Perhaps vitamin D synthesis in the skin maybe one of those functions."

This isn't a sentence from a place of evidence backed science, this is a string of probably connected things that Dr. Mason should know isn't the same as a proven idea. In fact he says its anecdotal, but he is presenting it in a way that the listener can come to the conclusion that cholesterol makes vitamin D without having to site anything.

If this were a scientifically backed idea he could have said but didn't would follow.

1. "The Keys survey showed people with higher vitamin D had lower cholesterol."

2. "A second study was done and found X and Y"

3. "Thus confirming that cholesterol is used to make vitamin D"

But that isn't what he said. He only cited part of what sounds like a much larger study and is then extrapolating based vaguely on anecdote.

Could it also be possible that people who spend a lot of time in the sun simply consume food with higher vitamin D content and they're in the sum all day because they're mostly agrarian or some sort of labor economy so they're working out which lowers cholesterol levels with a normal diet? Yes, but we don't know more than that based on this talk.

If he's honest, then this is an interesting start point to do science, but as it stands he's just using human psychology to convince people of his position without needing good evidence.