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?