We might not "know for sure", but population density is clearly the biggest factor in any of this. Comparing Malmö to similar sized Danish cities again show clear effects from the differences in measures taken
If we look at the heat maps on wikipedia, it is clear that regions difference exist in Sweden. https://en.wikipedia.org/wiki/COVID-19_pandemic_in_Sweden#/m...
Population density is also not a major difference between Malmö and Copenhagen. 4,049/km2 vs 4,400/km2. Stockholm however does have 5,200/km2.
In absolute numbers, Copenhagen is almost twice the total size than Malmö, but the only other city we can then compare to is Aarhus that is 2/3 of the size of malmö and a drastic lower density of 2,874/km2. At best we can make an argument that you can not compare Malmö to any city in Denmark since no city in Denmark is close to the same size and population density.
In practice this means that Copenhagens busiest train station (Nørreport) serves (in non-pandemic times) 165k passengers a day while Malmo Central Station serves 46k passengers daily. Which gives a much better picture of the kind of density that would make a virus spread easier
But this again points towards the kind of restrictions that would be effecting in reducing the number of deaths. Stopping the subway, get people that work with risk groups to not be in places where there is a high risk of infections. Malmö in comparison has significant less movement within the city and people use the mass transport system a lot less. In practice there are buses and taxi, and not much else. A common remark is that Malmö is actually 4 smaller cities of different social status with very little intermingling.
One effective restrictions that some nations like Finland did early was to lock down the capital and impose significant restrictions locally in those regions. Treating people different within a country based on where they live is very unpopular, but as a strategy to prevent deaths it seems like something Sweden should have done. Again, it is not restrictions for "visit restaurants, go shopping, attend gyms and send children under 16 to school" that seems to be relevant takeaway from the data.
In the last paragraph in a very academic tone, what Sweden did was to add more and more restrictions as they were shown to be needed, while most other country shut down everything to open up later. In order to figure out which restrictions works and which didn't, the approach to shutdown everything and sort things out later may be a better strategy in the future.
The bloomberg article also goes a bit beyond the interview in its commentary. It mention specific restrictions like "visit restaurants, go shopping, attend gyms and send children under 16 to school". The interview does not, and there are good reasons. Doing comparison between nations like Sweden and Denmark gives one type of numbers, but doing regional comparisons gives an other. If we compare Copenhagen and the city on the Swedish side of the bridge called Malmö, we find that Malmö has less cases and deaths while not having any of those specific restrictions. Why? We don't know for sure, but the main suspect are the number of elderly people living in care homes. When it come to Sweden more than half of all death comes from elderly care in the area around Stockholm, and Malmö does not have as many as Copenhagen and much fewer than Stockholm.
From there we can speculate all day long on what kind of restrictions do help. Maybe keeping children under 16 at home forces the typical demographic that are employed at elderly care to also stay home. Maybe Sweden, or Stockholm, use a different strategy in handling elderly care than other countries/regions and that is the culprit. Maybe other countries did more to prevent the virus from getting a hold in the elderly care system by providing employees more equipment and more time. When more nations are lifting restrictions, maybe the answer will be known.