Smoking rates are lower and not as sex-biased in many other countries, so risky behaviour can’t by itself explain the sex difference in COVID-19 deaths. Maybe sex chromosomes have other effects.
Two X chromosomes are better than one
The X chromosome bears more than 1,000 genes with functions in all sorts of things including routine metabolism, blood clotting and brain development.
The presence of two X chromosomes in XX females provides a buffer if a gene on one X is mutated.
XY males lack this X chromosome backup. That’s why boys suffer from many sex-linked diseases such as haemophilia (poor blood clotting).
The number of X chromosomes also has big effects on many metabolic characters that are separable from sex hormone effects, as studies of mice reveal.
Females not only have a double dose of many X genes, but they may also have the benefit of two different versions of each gene.