Lots of articles over the years have suggested the flu shot is ineffective - see, for example:
http://www.naturalnews.com/029760_vitamin_d_influenza.html
Google it yourself too - there are lots of sources. It's just unusual to see the info coming from the CDC.
Also growing evidence that vitamin D3 is at least as effective, not to mention cheaper and safer. If you go that route, read up on combining D3 with vitamin K2.