As a rule, women smoke less, use alcohol less often, are not prone to risky behavior and carefully monitor their health. In addition, a number of genetic diseases affects almost exclusively men, since in their X-chromosome genes (about a thousand) are in one copy.
In women, all genes are present in duplicate, since they have two X-chromosomes, and this can provide the effect of molecular mechanisms, even if one of the genes is inoperative. And the male hormone testosterone negatively affects life expectancy (castrated male mammals live much longer). However, even a hundred years ago, women lived on average less men, since many died during childbirth.