Because nearly all of these things are directly caused by patriarchy. If men wanted to really improve their lives, they'd go to work on that and stop supporting a social system where men are pressured to be dominant, and always in control. Honestly, this is not rocket science.
"The main thrust of the subsequent research is that traditional masculinity—marked by stoicism, competitiveness, dominance and aggression—is, on the whole, harmful. Men socialized in this way are less likely to engage in healthy behaviors. For example, a 2011 study led by Kristen Springer, PhD, of Rutgers University, found that men with the strongest beliefs about masculinity were only half as likely as men with more moderate masculine beliefs to get preventive health care ( Journal of Health and Social Behavior , Vol. 52, No. 2 ). And in 2007, researchers led by James Mahalik, PhD, of Boston College, found that the more men conformed to masculine norms, the more likely they were to consider as normal risky health behaviors such as heavy drinking, using tobacco and avoiding vegetables, and to engage in these risky behaviors themselves ( Social Science and Medicine , Vol. 64, No. 11 )."
And although much of this societal messaging is that males are more competent, independent, and worthy of holding power, strict gender norms hurt boys and men as well. The Global Early Adolescent Study, based at Johns Hopkins University, concludes that due to these gender norms, “they engage in and are the victims of physical violence to a much greater extent than girls; they die more frequently from unintentional injuries, are more prone to substance abuse and suicide; and as adults their life expectancy is shorter than that of women. Such differences are socially not biologically determined.”