It’s not entirely fair to judge a Supreme Court justice based on his first vote. Urgent matters arise unexpectedly, and the court must sometimes act quickly. Still, it’s worth paying special attention to Justice Neil Gorsuch’s vote late Thursday night to deny a stay of execution for Ledell Lee, an Arkansas man who was sentenced to death in 1995 for murdering a woman named Debra Reese with a tire thumper. After Justice Gorsuch, along with the four other conservative justices, denied his final appeal without explanation, Mr. Lee, who maintained his innocence until the end, was executed by lethal injection....