And you don't see the clear confound in your analysis?  

OF COURSE the average 80 year old man is healthier than an 80 year old woman, because the unhealthy men died in their 40s, 50s, 60s and 70s and never made it to 80, so the pool of remaining men gets statistically healthier, on average, with each early death.  A five year gap in life expectancy goes right hand in hand with the effect you note.