Muslim women cover their faces in order to follow God's rules as it states in the Muslim religious book, the Qur'an, that women should "draw their head-coverings over the neck opening, and not display their ornaments except to their husbands, their fathers ..." The Qur'an is considered to be the word of God, and therefore, Muslims must follow the rules stated in the book.
The covering of women's heads and bodies is part of the social system of Islam. It is one of the most important manifestations of the Islamic principles.
The primary reason for the hijab covering is to promote modesty. When a woman doesn't wear a covering, she may receive unnecessary attention from other people. For example, a woman may receive flattering words or admirable glances. She may also receive sexual attraction glances and words from a man who is not her husband. The hijab helps to keep a woman's sexual thoughts, feelings and interactions with her husband only.
The hijab practice also speaks to another important principle in Islam, which is that permanent benefits must be valued above all temporary benefits. Therefore, a couple must value their marriage far more than self-satisfaction or pure physical sensations because those sensations are short-lived, while a marriage is a permanent pleasure.