How to center header and numbers in a scientific table and hyphen between numbers

• first column is empty, remove it
• in answer is consider siunitx version 3
• columns with range numbers are selected as c type

documentclass[a4paper,10pt]{article}

%usepackage{babel}                % which one?
usepackage{mathtools,amssymb}
usepackage{booktabs, makecell,
            threeparttable}       % <---
%setlengthheavyrulewidth{2pt}    % <--- delete % if you like to have thicker rule
%setlengthlightrulewidth{1.2pt}  % <--- delete % if you like to have thicker 
renewcommandtheadfont{normalsizebfseries}
renewcommandtheadgape{}
NewExpandableDocumentCommandmcc{O{1}m}{multicolumn{#1}{c}{#2}}

usepackage{isotope}
usepackage[table]{xcolor}
arrayrulecolor{teal}
usepackage[skip=0.5ex]{caption}
    DeclareCaptionLabelFormat{uc}{MakeUppercase{#1}~#2}                % <===
    DeclareCaptionFont{teal}{color{teal}fontfamily{iwona}selectfont} % <===
usepackage{siunitx} % considered v3
usepackage{booktabs, makecell}
usepackage{hyphenat}

begin{document}
    begin{table}[htp]
centering
sisetup{table-format=2.1,
         range-phrase= {,--,}
         }
    begin{threeparttable}
caption{Cadirorespiratory fitness stratified by age}
begin{tabular}{
    c                   % Column 1
    S[table-format=2.1] % Column 2
    c                   % Column 3
    S[table-format=2.1] % Column 4
                }
    toprule
mcc[2]{Male}
            &   mcc[2]{Female}                     
    cmidrule(r){1-2} cmidrule(l){3-4}
Age     &   {makecell{VO2tnote{b}  
                      (unit{mL/kg/min})}}
            &   Age   
                &   {makecell{VO2tnote{b}
                              (unit{mL/kg/min})}}  
    midrule
numrange{20}{29}    
        & 46.1  & numrange{20}{29} & 38.2          
numrange{30}{39} 
        & 51.5  & numrange{30}{39} & 33            
numrange{40}{49}  
        & 35.7  & numrange{40}{49} & 31.6          
numrange{50}{59}  
        & 39.1  & numrange{50}{59} & 29.6          
$geq$ 60   & 30.3  & $geq 60$     & 27.3          
    bottomrule
end{tabular}
    begin{tablenotes}[flushleft]footnotesize
item[b]    some description
    end{tablenotes}
end{threeparttable}
end{table}
end{document}

Another solution, with some modifications. In particular, I used the makecell command, from the homonymous package, which is designed to allow line breaks in standard cells. As to the endash for numerical ranges, it is an option set with siunitx by the key range-phrase=.

documentclass[a4paper,10pt]{article}

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
usepackage{babel}
usepackage{mathtools,amssymb}
usepackage{booktabs, makecell, threeparttable} % <---
setlengthheavyrulewidth{2pt} % <---
setlengthlightrulewidth{1.2pt} % <---

setcellgapes{3pt}
renewcommandtheadfont{normalsizebfseries}
renewcommandtheadgape{}

usepackage{isotope}
usepackage[table]{xcolor}
arrayrulecolor{teal}
usepackage[skip=0.5ex]{caption}
    DeclareCaptionLabelFormat{uc}{MakeUppercase{#1}~#2} % <===
    DeclareCaptionFont{teal}{color{teal}fontfamily{iwona}selectfont} % <===
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
usepackage{hyphenat}
usepackage{siunitx,booktabs, makecell}
usepackage{dcolumn}

begin{document}

begin{table}[htp]
sisetup{range-phrase= --}
centering
renewcommandthetable{2}
caption{Cardiorespiratory fitness stratified by age}

medskip
begin{tabular}{
    c % Column 1
    S[table-format=1.3] % Column 2
    S[table-format=2.3] % Column 3
    S[table-format=1.6] % Column 4
    S[table-format=2.1] % Column 5
}

toprule
& multicolumn{2}{c}{Men}
& multicolumn{2}{c}{Female} 
cmidrule(lr){2-3} cmidrule(l){4-5}
 &
{Age} & {makecell{VO2(^b) (unit{mL/kg/min})}}
 &
{Age} & {makecell{VO2(^b)(unit{mL/kg/min})}}
midrule
& numrange{20}{29} & 46.1 & numrange{20}{29} & 38.2

& numrange{30}{39} & 51.5 & numrange{30}{39} & 33

& numrange{40}{49} & 35.7 & numrange{40}{49} & 31.6

& numrange{50}{59} & 39.1 & numrange{50}{59} & 29.6

& {60--phantom{90}} & 30.3 & {60--phantom{90}} & 27.3

bottomrule
end{tabular}
end{table}

end{document} 

Edit: a modification of the code to have ‘Men’ and ‘Female’ better centred w.r.t. ‘Age’ and ‘VO2’:

begin{table}[htp]
sisetup{range-phrase= --}
centering
renewcommandthetable{2}
caption{Cardiorespiratory fitness stratified by age}

medskip
begin{tabular}{
    c % Column 1
    S[table-format=1.3] % Column 2
    S[table-format=2.3] % Column 3
    S[table-format=1.6] % Column 4
    S[table-format=2.1] % Column 5
}

toprule
& multicolumn{2}{c}{Menhskip1.5emmbox{}}
& multicolumn{2}{c}{Femalehskip1.5emmbox{}} 
cmidrule(lr){2-3} cmidrule(l){4-5}
 &
{Age} & {makecell{VO2(^b) footnotesize(unit{mL/kg/min})}}
 &
{Age} & {makecell{VO2(^b) footnotesize(unit{mL/kg/min})}}
midrule
& numrange{20}{29} & 46.1 & numrange{20}{29} & 38.2

& numrange{30}{39} & 51.5 & numrange{30}{39} & 33

& numrange{40}{49} & 35.7 & numrange{40}{49} & 31.6

& numrange{50}{59} & 39.1 & numrange{50}{59} & 29.6

& {60--phantom{90}} & 30.3 & {60--phantom{90}} & 27.3

bottomrule
end{tabular}
end{table}

The table, as is, commits a few sins: never repeat data!

I present here two realizations, with a few adjustments for the first one which is like yours.

documentclass[a4paper,10pt]{article} 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
usepackage{booktabs}
usepackage{threeparttable}
usepackage[table]{xcolor}
usepackage{siunitx}
usepackage[skip=0.5ex]{caption}

setlengthheavyrulewidth{2pt}    % <---
setlengthlightrulewidth{1.2pt}  % <---

arrayrulecolor{teal}
DeclareCaptionLabelFormat{uc}{MakeUppercase{#1}~#2}                % <===
DeclareCaptionFont{teal}{color{teal}fontfamily{iwona}selectfont} % <===
captionsetup[table]{position=top}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 
newcommand{splitcell}[1]{%
  begin{tabular}[t]{@{}c@{}}strut#1strutend{tabular}}

begin{document}

begin{table}[htp]
centering
setcounter{table}{1}% just for the example, isn't it?

caption{Cardiorespiratory fitness stratified by age}

begin{tabular}{
    c                   % Column 1
    S[table-format=2.1] % Column 2
    c                   % Column 3
    S[table-format=2.1] % Column 4
}

toprule
multicolumn{2}{c}{Male} &
multicolumn{2}{c}{Female} 
cmidrule(lr){1-2} cmidrule(l){3-4}
Age & {splitcell{VO2textsuperscript{itshape b}  (si{mL/kg/min})}} &   
Age & {splitcell{VO2textsuperscript{itshape b}  (si{mL/kg/min})}} 
midrule
20--29    & 46.1 & 20--29    & 38.2 
30--39    & 38.5 & 30--39    & 43   
40--49    & 26.7 & 40--49    & 21.6 
50--59    & 29.1 & 50--59    & 30.6 
$geq 60$ & 28.3 & $geq 60$ & 27.3 
bottomrule
end{tabular}

bigskip

caption{Isn't this better?}

begin{tabular}{
    @{}
    c                   % Column 1
    S[table-format=2.1] % Column 2
    S[table-format=2.1] % Column 3
    @{}
}

toprule
Age & multicolumn{2}{c}{VO2textsuperscript{itshape b} (si{mL/kg/min})} 
cmidrule(l){2-3}
& {makebox[5em]{Male}} & {makebox[5em]{Female}} 
midrule
20--29    & 46.1 & 38.2 
30--39    & 38.5 & 43   
40--49    & 26.7 & 21.6 
50--59    & 29.1 & 30.6 
$geq 60$ & 28.3 & 27.3 
bottomrule
end{tabular}

end{table}

end{document}

Using threeparttable:

documentclass[a4paper,10pt]{article} 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
usepackage{booktabs}
usepackage{threeparttable}
usepackage[table]{xcolor}
usepackage{siunitx}
usepackage[skip=0.5ex]{caption}

setlengthheavyrulewidth{2pt}    % <---
setlengthlightrulewidth{1.2pt}  % <---

arrayrulecolor{teal}
DeclareCaptionLabelFormat{uc}{MakeUppercase{#1}~#2}                % <===
DeclareCaptionFont{teal}{color{teal}fontfamily{iwona}selectfont} % <===
captionsetup[table]{position=top}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 
newcommand{splitcell}[1]{%
  begin{tabular}[t]{@{}c@{}}strut#1strutend{tabular}%
}
renewcommand{TPTtagStyle}{textit}

begin{document}

begin{table}[htp]
centering
setcounter{table}{1}% just for the example, isn't it?

begin{threeparttable}

caption{Cardiorespiratory fitness stratified by age}

begin{tabular}{
    @{}
    c                   % Column 1
    S[table-format=2.1] % Column 2
    S[table-format=2.1] % Column 3
    @{}
}

toprule
Age & multicolumn{2}{c}{VO2 (si{mL/kg/min})tnote{b}} 
cmidrule(l){2-3}
& {makebox[5em]{Male}} & {makebox[5em]{Female}} 
midrule
20--29    & 46.1 & 38.2 
30--39    & 38.5 & 43   
40--49    & 26.7 & 21.6 
50--59    & 29.1 & 30.6 
$geq 60$ & 28.3 & 27.3 
bottomrule
end{tabular}

begin{tablenotes}
item[b] VO2 means…
end{tablenotes}
end{threeparttable}

end{table}

end{document}