Two points to make:

(1) Remember that the "5 day" incubation period and 18.5 day average time from first symptoms to death (in those who die of covid-19) are averages.

It wouldn't be surprising if there was a "long tail" of people who caught covid-19 before or shortly after lockdown and clung on longer than average but died in the end.

(2) The lockdown reduces R to below 1, but not to 0, and 0.7 times a big number is still pretty big. Also, note that even after the lockdown started, the disease was still be transmitted within households - it's not surprising that the new infections were still happening at a high rate, at least for a time.