As for the life-span discussion, I was always under the impression it was built into them. In the theatrical cut, Deckard specifically mentions that Rachel didn't have it (which, now that I think about it, seems counter to Gaff's statement that "she won't live", but I can't remember if that line was even in the theatrical cut or if Gaff would have known about Rachel's custom design, or whatever).
Anyway, my interpretation of the discussion with Tyrell is that he wasn't able to extend the life of a replicant that was already alive, that it had to be done at inception (during the design phase) or not at all. The "candle burns twice as bright" was just trying to make Roy feel better about his own impending death. It seems to lean that way because Tyrell doesn't seem upset or really defensive at all during that conversation... he's not trying to beg for his life, he's talking to Roy as if he were a child.
That's how I read it, anyway.