Two recent studies were published this month (October 2020) in the journal Blood Advances supporting the theory that individuals with blood type O are at a lower risk for contracting COVID-19 and severe coronavirus illness.
Not quite true. This was suspected early March 2020 on the first Wuhan virus by Chinese researchers that type A blood might be more susceptible to contracting the virus, while those with type O blood may be more protected. Check my posts on the first Covid Megathread on this.
Later on when large cohort data was available from Europe this wasn't conclusive.
Even though there are differences in blood-group antigens that can possibly effect on the function of sugars, glycoproteins or proteins there's no real scientific reason to explain the phenomenon.