Women tend to live longer than men, and there are any number of competing explanations as to why this is the case. They range from risk of mortality relating to lifestyle choices to evolutionary selection operating on the male role in reproduction to various differences in biochemistry that exist between the genders. That the female immune system ages more slowly shouldn't be terribly surprising - but it might be cause or consequence.
Women's immune systems age more slowly than men's, [and] the slower decline in a woman's immune system may contribute to women living longer than men. Researchers looked at the blood of healthy volunteers in Japan, ranging in age between 20 and 90 years old; in both sexes the total number of white blood cells per person decreased with age. The number of neutrophils decreased for both sexes and lymphocytes decreased in men and increased in women. Younger men generally have higher levels of lymphocytes than similarly aged women, so as aging happens, the number of lymphocytes becomes comparable.
Looking in more detail it became apparent that the rate in decline in T cells and B cells was slower for women than men. Both CD4+ T cells and NK cells increased with age, and the rate of increase was higher in women than men. Similarly an age-related decline in IL-6 and IL-10 was worse in men. There was also a age-dependent decrease in red blood cells for men but not women.
"The process of aging is different for men and women for many reasons. Women have more oestrogen than men which seems to protect them from cardiovascular disease until menopause. Sex hormones also affect the immune system, especially certain types of lymphocytes. Because people age at different rates a person's immunological parameters could be used to provide an indication of their true biological age."