Haven't seen this pointed out anywhere. I've been watching it for a while and the correlation has held.
Upper: covid-19 cases
Sauce: https://www.arcgis.com/apps/opsdashboard/index.html#/bda7594740fd40299423467b48e9ecf6
Lower: population density
Sauce: https://www.worldmap1.com/united-states-population-density-map
Clearly one size lock-down does not fit all.