What explains the difference between NY and CA if it isn't lockdowns? The difference in death per capita between the two is staggering (nearly 30x more people per capita have died in NY than CA).
The stay-at-home order can't itself have made a 30x difference, because New York only imposed it 3 days later than California. California started social distancing in general earlier and better, but I don't think anyone would dispute that social distancing in general matters. (In fact I think that's the obvious explanation, that due to the nature of NYC many people can't social distance to a useful degree.)