How do I query a taxonomy term range

You could take the query var and programatically expand the numbers between your minimum value and maximum value.

Assuming http://tax.jenswedin.com/age/10,20/ is rewritten to http://tax.jenswedin.com/?age=10,20, then (pseudo code)

$parts = explode(get_query_var('age'), ',');
$min_val = $parts[0]; // Should be 10 in this example
$max_val = $parts[1]; // Should be 20 in this example
$range = range($min_val, $max_val); // http://php.net/manual/en/function.range.php
/* Blah blah blah lets jump to where you need to query the terms */
$args = array(
    'tax_query' => array(
        array(
        'taxonomy' => 'age',
        'field' => 'slug',
        'terms' => $range
    )
)
);
$query = new WP_Query( $args );

This works well for things like numbers. But you could do a foreach loop over the $range array and make the values whatever you need them be.