Aside from a possible boost to your innate immune response it seems unlikely there is a cause and effect relationship, more studies are needed at this point.
BCG vaccines are supposed to induce metabolic and epigenetic changes that enhance the innate immune response to subsequent infections, a process termed trained the immunity which might, therefore, reduce viraemia after SARS-COV-2 exposure.
Interestingly, countries with the national programme of whole population BCG
vaccination appear to show lower incidence and death rate from COVID-19 as
compared to those where BCG vaccination is not mandatory.@Ziad Delme