Fair question. In a sense, the evidence for vaccines is upfront, while the evidence for lockdowns required the careful accumulation of data. I would cite for instance the paper by Ioannidis and co-authors [0].

"In summary, we fail to find strong evidence supporting a role for more restrictive NPIs in the control of COVID in early 2020. We do not question the role of all public health interventions, or of coordinated communications about the epidemic, but we fail to find an additional benefit of stay-at-home orders and business closures.

The data cannot fully exclude the possibility of some benefits. However, even if they exist, these benefits may not match the numerous harms of these aggressive measures. More targeted public health interventions that more effectively reduce transmissions may be important for future epidemic control without the harms of highly restrictive measures."

[0] https://onlinelibrary.wiley.com/doi/10.1111/eci.13484