A combination of reasons. If we look at life expectancy vs wealth, the gap between men and women is large for poor and tiny for the most wealthy people. This suggests at least some of the gap is societal, as the gap shrinks as people get further removed from poverty and the various social issues that accompany it.

http://www.equality-of-opportunity.org/health/#:~:text=Income%20in%20the%20United%20States,are%20growing%20rapidly%20over%20time.