According to this study, since the introduction of antibiotics and modern hygiene infrastructure, it's mostly about habits:
In the first part of the 20th century, smoking was much more common among men than women, Beltran-Sanchez said.
By looking at data from the United Nations Food and Agriculture Organization, the team saw that the gender gap in life expectancy really opened up when people started eating more animal fats, a shift that began in adults born at the end of the 19th century in most of the countries researchers examined. Other studies suggest that men born between 1950 and 1985 eat more animal products than women do, the researchers noted.