Here's why:
* The vowel sound is /æ/ (as in "cat" or "hat"). This is a short vowel sound, not a long vowel sound like /eɪ/ (as in "say").
* The "e" at the end of the word is silent. This is a common feature of words ending in -ce or -ge, where the "e" only serves to indicate that the preceding consonant has its "hard" sound (as in "c" being pronounced /k/ and not /s/).
So, while the word "face" has a vowel letter "a," it's the short vowel sound /æ/ that you hear when you say it.