A prominent innate source of variation in immune response is the Major Histocompatibility Complex, aka Human Leukocyte Antigen - google MHC haplotype or HLA haplotype.
MHC molecules sit on the surface of certain cells that process any proteins that they find and present them to the immune system for inspection. The MHC is the most genetically diverse region of the human genome, and it’s subject to active natural selection for diversity: it’s often an advantage to have different MHC alleles to the majority around you, where the difference in itself is a virtue.
Early in life, the adaptive immune system generates a huge random diversity of antibodies and receptors; then those that recognize “self” (molecules that are naturally present in the healthy human body) are deleted before the system goes active. If this were all that happened, it would be easy for pathogens to evade the adaptive immune system by evolving to superficially resemble the shape of molecules that are naturally present in the healthy body.
But the MHC system is much smarter than this. It uses what amounts to encryption, where the encryption key that scrambles the shape of a protein is the MHC allele.
Instead of just presenting proteins in their natural form to the receptors of the immune system, in Antigen-Presenting Cells any proteins that are found are systematically chopped up into samples that are bound to MHC molecules and presented for inspection on the outside of the cell. The shape that the immune system receptors “see” on the surface of these cells is not just the natural shape of the sampled protein, it is the shape when complexed with the MHC molecule. So the effective shape is a function of both the shape of the sampled protein and the shape of the MHC molecule. Since MHC molecules are highly diverse in the population, the same pathogen protein will be “encrypted” into a slightly different presented shape in the context of each different MHC allele. MHC polymorphism in the population creates a wide diversity of different encryption keys, making it vastly more difficult for a pathogen to evolve to always resemble “self” molecules. What is important is not how a protein looks in its raw state, but how it looks in its encrypted state when presented on the MHC molecule.
It’s an inevitable consequence of this system that when a new pathogen arises, it will by chance form a more distinctive and obviously “non-self” shape when complexed with some MHC alleles than with others. So the immune system receptors in people with some MHC haplotypes may more easily detect its presence and eliminate it.
We don’t yet know how important this is for COVID-19, but HLA haplotyping is routine (it’s the same thing as tissue typing for transplants), so I’m sure it will eventually be studied in detail. There are one or two preliminary publications looking at stats, but I’m not aware of anything based on actual testing of patients.