I don't think it's an issue. Often significance decreases after controlling for a variable because a covariate is correlated to both the exposure and the outcome, so it explains part of the relationship. But significance can increase if controlling for a covariate that is mainly correlated to just the outcome, as it explains some of the variance in the relationship of exposure and outcome, leading to higher precision.I have no idea how you end up with most of your associations falling out of significance when you don't correct for confounders.
Anyone see something I might be missing to explain this?
For example, there might be a regression of having ME/CFS (y-axis) on NII-RF (x-axis), but with a lot of variance in the y-axis due to various other things that affect ME/CFS status, which leads to a high standard error/low significance. If age is also associated with having ME/CFS, but not so much with NII-RF, then controlling for it doesn't change the coefficient of NII-RF much, but it decreases the variance, leading to a lower p-value.
