Countries geographically close to each other are more similar than countries far apart. Therefore you can more readily attribute the difference in death-rates to differences in policy.
And use Occam's Razor: The simplest explanation for the 10x difference in death-rates is most probably the correct one: lack of lockdown. It just makes (common) sense.
What is your explanation for the 10x difference in death-rates between Sweden and its closest neighbors? Do you have a simpler explanation than the lack of lockdown?
There are huge differences in demographics between the Scandinavian countries. Over 20% of the Swedish population have been born outside of the country, mostly in the Middle East or Africa. This group has been hit disproportionately by Covid. The risk of needing intensive care for Middle Eastern immigrants in Sweden is 6 times higher than for people with Swedish ancestry, and the risk of dying is 2.8 higher [0].
There are also pretty big differences in how elderly care is organized and run.
I'm not saying we did a good job in Sweden, but I definitely think that there are more factors than lockdown in play.
[0] https://www.folkhalsomyndigheten.se/contentassets/2dddee08a4...
In hindsight, would they still make the same decision, if (and when) a new equally deadly pandemic rises again?