Goosebumps are caused by smooth muscle that pulls on your hair follicles, causing indentation. Then you get that characteristic raised-and-lowered looking skin. The pulling makes the hairs stand up. We don’t have that same type of system on our faces. Evolutionarily, most of our long coarse hairs have been lost. The reason that animals need this system is, when cold, the hairs stand up and trap air close to the body to keep them warm. And when scared, the standing up of the hairs makes the animal’s body look bigger, presumably to give it an illusion of size advantage. Neat, huh?
Answer provided by Dr. Universe