I suspect that is has to do with sexism. Risky jobs, hard labour, and fighting were traditionally things women weren’t allowed to do in many cultures. Their weaker physique makes most women unsuitable for certain life-shortening jobs too. Culturally, I believe men are also doing more stupid, risky shit in their youth, increasing the chances for life altering injuries dramatically.
I suspect we’ll see the age gap get smaller in fifty or sixty years with the progress we’re making. By that I mean women dying younger, not men living longer in comparison.
There are also other factors at play. Taller people die younger and women are usually shorter than men. Testosterone sucks for longevity and women have less of it. Not having a copy of everything on a second 𝕏 chromosome can also lead to issues in men (genetic things like colour blindness and various diseases, but also general long-term DNA survivability).