I thought the same thing at first (that they had to be dead to have their faces used), but then I remembered this weird ass scene: https://youtu.be/ljFljgf2USk?t=111
EDIT: It won't let me embed, but it should take you right to the part I was talking about. I don't think it's a literal mask, but rather some sort of dark magic. With the precedence of the old bait and switch and Arya's strange behavior the day she was stabbed I would be surprised if the payoff for this story wasn't some sort of double or triplecross.