It's a lot of things in reality. Past numbers are skewed by war, but also men are bigger risk takers, less likely to seek medical care, less likely to seek mental healthcare, more likely to isolate, more likely to drink and use drugs (and when they do, a higher average amount), more likely to commit suicide, and the list goes on.

I want to throw in the following explanations I read (I haven't fact checked them but find them interesting for this post). Women are statistically smaller than men and smaller individuals of a species live longer than larger ones. Men on average have faster metabolisms than women which is said to contribute to faster aging as well.