Torchwood agents don’t die of old age; that’s something newcomers learn pretty fast. There’s no pension to pay into because once you’ve signed up for the world’s most dangerous job, your life expectancy drops drastically. Few agents make it much past thirty; that’s just the way it is.
When you’re protecting the earth from aliens, there are so many things that can kill you: Weevils, Blowfish, brain-eating parasites, innocuous pieces of technology that turn out to be weapons, or explosives, or canisters of lethal toxins… The list goes on.
Owen’s not bitter, just surprised. Bullets are still just as deadly.