Cats cover their faces as a way of protecting themselves from potential threats or dangers. By covering their faces, cats are able to shield sensitive areas like their eyes, nose, and mouth from harm. This behavior is instinctual and allows cats to feel safe and secure in their environment. Additionally, covering their faces may also serve as a way for cats to block out unwanted stimuli or to simply find comfort and relaxation. Overall, this behavior is a natural and common way for cats to ensure their own well-being and to cope with stress or anxiety.