It's academic at this point but short of the President declaring martial law and suspending the Constitution, none of these government entities at any level have the legal authority to enforce these shutdowns. A few (Charlie Baker in Massachusetts for example) have openly acknowledged that. There are no built in exceptions in the 1st Amendment for pandemics. That's the long and short of it.
The far-right wackos that pastor these mega-churches know this, and some are more worried about protecting their rights than they are about protecting the health and safety of their sheep who hang on every word they say. Besides, Jesus will heal them after all... (right?!?!?!)
Here in New Orleans, even the Democrat Mayor tacitly admitted as much when she announced the closures of non-essential businesses 3 weeks or so ago. When asked how she planned to enforce the restrictions, she said all she could do was not renew their licenses if they violated the rules.
The more I think about it, this may be why the governors of some of these deep-red Great Plains states with low case/death numbers are hesitant to jump on board the shutdown train. I know these realities affected DeSantis' decision making in Florida, and he will likely pay a heavy political price for it in the end.