Take that up with Games Workshop I guess. The average Space Marine does wear one. Rule of cool I guess. That nonsense has been seeping into other races figurines now, and it is stupid imo.

Characters faces are sometimes shown to humanize the character, to help the player feel closer to the character, so the player is not confused about who that character is, etc.

Sometimes the character model uses the likeness of a real person, and the contract with that person dictates that the face must be visible for all or a large portion of the gameplay.