There may be other explanations such as past use of vaccines for other diseases, that varies country to country.

Yes. Or just variations in our immune systems. Immune systems are incredibly complex systems. It is difficult to overstate just how complex and varied they are. And they differ between individuals to an amazing extent.

If immunity is important to symptom severity, it may manifest as some weird correlation you might find in a cross-sectional study. Maybe gluten intolerance or a history of acid reflux will be a marker that lets you know what your risk of severe disease are.