It is the case, actually.

https://www.sciencedirect.com/science/article/abs/pii/S00256...

Here's another study, although for some reason it's 95% male, it shows athletic men live an average 3.5 years longer. It also shows athletic women live 0.7 years less, but due to the low number of females in the study I wouldn't read much into that.

https://pmc.ncbi.nlm.nih.gov/articles/PMC11979035/