No.
If you’ll notice, the states’ lock down mandates were issued by the governors who were under no federal law or executive order that they do so.
Removing the lock downs will require them being lifted by default because enough people start ignoring them, or lifted officially by governors, counties and localities, or decreed invalid by the courts.
The question is CAN he. The answer is yes under the EPA of 1976. Otherwise states could say no wall while he has declared an emergency to build one thru several states. Did you see Cal stop the construction eats of San Diego?