From Jensen's I get the slightly larger bound of
$$\frac{1}{n} \sum_{k=0}^{n-1}\left(1 - \frac{k}{365}\right)^n < \left(\frac{1}{n} \sum_{k=0}^{n-1}\left(1 - \frac{k}{365}\right)\right)^n.$$
But I'm blanking on why
$$ \frac{1}{n} \sum_{k=0}^{n-1}\left(1 - \frac{k}{365}\right)^n < \left(\frac{1}{n}\int_0^n \left(1 - \frac{x}{365}\right)dx\right)^n < \left(\frac{1}{n} \sum_{k=0}^{n-1}\left(1 - \frac{k}{365}\right)\right)^n,$$
for $n \in \{1, \dots, 365\}$.