You are only half-right in your assumptions, so that is the issue here...
For example Kurt Harris doesn't think of Vitamin D3 as a supplement, its a 'replacement' (read his post called simply 'Vitamin D'). That replacement is 'patching up' our modern deficiency of natural sunlight. So for example whilst he certainly recommends vitamin D3 supplementation if necessary, he would always advocate getting it naturally if you can. But then you (especially as a woman!) enter a whole other can of beans; sunlight for your entire life will definitely lead to some degree of photodamage of your skin! There would be no evolutionary selection pressure to maintain perfect wrinkle free skin in paleolithic humans, so this is an area where my opinion is getting it from the sun is the best way (can't overdose, etc) but I would rather take a small risk with supplementation (some would say no risk) and preserve my skin
Vitamin K is another example which hints at a 'bigger picture' view of vitamins and minerals in our diets. We no longer eat the entirety of the animal (bone marrow, brains, livers, kidneys, cartilage, etc) so we are not getting all the vitamins and minerals our paleolithic ancestors were exposed to in our evolutionary history. If you read about hunter-gatherer societies, you will see they regard the muscle meat (what we eat almost exclusively) as the LEAST preferred cut of the animal, so Vitamin K is a stand-out vitamin missing from most modern diets (as opposed to say vitamin A which should be in abundance in a natural diet).
So personally whilst I am here on a paleo website, I don't strictly follow a paleo diet myself. paleo is more about re-enactment, they didnt eat it so don't, they did eat it so do... I more use evolutionary reasoning as a guide to say gluten-grains, processed fructose, and processed vegetable oils are bad and then eliminating them is a good idea. Just like Kurt however I have tested myself and I appear to be completely able to tolerate dairy, so occasionally I incorporate this into my diet as its cheap good fats.
EDIT: I also want to add that there is evidence that the fruit and vegetables we get from the supermarket are lower in vitamins, minerals, and all the other goodies like phytonutrients (for example frozen blueberries have up to 30% lower quercetin [the real good stuff] than fresh). This is primarily due to two reasons:
1. The Earth/Soil where these plants are grown in mass is often depleted/less rich than 'natural soil'
2. For example in fruit, for a long time now they have been breeding the fruit with the sole purpose of increasing the size/sugar content/shelf life. This often results in fruit that is less dense in vitamins/phytonutrients which are usually all in the skin (as apples keep getting bigger the ratio of skin to flesh keeps going down).