I'm not saying that because the lockdown has been a failure you need to save face. Is there something unclear in my reasoning from the rest of my comment that you'd like me to re-word?
Saving face refers to trying to recover from screwing something up. Perhaps it's possible that something will come to light showing that lockdowns were not the best way of handling things, but they're a very good default when you don't really know what's going on, but can't afford to wait for data. I would have used a different phrase.