It seems evident that the taller you are, the less life expectancy you have from the simple fact that the heart has to work harder.
Hence, since men are usually taller than women, it might also be expected for men to die younger.
I am making the following scenario up, but what if a difference in men and women's bodies causes men to process cholesterol differently, and increases the probability of atherosclerosis and/or arteriosclerosis. Perhaps it happens simply because men eat more than women, and this compounds over decades of life, eventually resulting in the difference in average age at death.