Mainly, because they are horrifying.
If you don't know, sometimes saints just refuse to rot away like normal people and the Church will put them into holy aquariums. However, after they do this sometimes their faces will rot away, so they give them masks so people don't shriek when they see them.
Stay classy, catholics.
Let's take a look shall we?
Typical example, creepy as hell.
This saint is incorupt, if by incorrupt you mean "rotting"
WHO DOES A GIRL HAVE TO VOW HER VIRGINITY TO TO GET A MASK UP IN THIS PLACE?