The emotional support spouses provide has numerous biological and psychological benefits. Being near a familiar person — even an acquaintance, let alone a spouse — can have effects as diverse as lowering heart rate, improving immune function, and reducing depression.
They guess that men die after being widowed sooner than women because men get emotional support out of the relationship which has just gone away. Women get financial stability, which stays around after their husband dies. This would be an interesting line of research to pursue.