The life expectancy gap is certainly multifactorial.

Part of it is men working more dangerous jobs and dying at work or suffering injury from the same.

Some of it is probably men more likely to be involved in violent crime or be a victim of violent crime.

Some of it may be related to addictions like tobacco/alcohol/opioids. Though, IIRC, past generations with a higher percentage of men smoking have become much more egalitarian in terms of smoking rates between sexes in modern times.

However, some of it comes down to basic biology. A male's reproductive role is generally finished upon conception and thus there's less evolutionary pressure to keep men alive.

As previously mentioned, women have endogenous protective factors such as estrogen for heart health and possibly mitigation of dementia risk that males simply don't have.

Finally, on the chromosomal level, men get screwed. Women naturally have protection against any sex-chromosome linked diseases since they have two X chromosomes. If they suffer a single gene mutation resulting in a defective gene on one X chromosome, they likely won't suffer any ill effects of a genetic disease if it is recessive since they still have one functioning gene on the other X chromosome to protect them.

Men are not so lucky, as their Y chromosome is more-or-less nonfunctional, so they rely on the single functional copies of sex-linked genes on their X chromosome.

But if there are any single gene mutations in their single copy X chromosome DNA, they will suffer from the related disease.

This is why some diseases linked to sex chromosomes are almost exclusively seen in men.