I have a feeling the reason we don't have ski masks or bandanas is because of the difficulty in implementing them.
In SP, there are only 3 different characters so developers had to create ski masks that fit only those 3 different sized faces, but characters online each have a slightly different face. Notice how we can't create characters that are really skinny or really overweight. If we could alter the shape of the body like we can the face, it would mean developers would have to create clothing items for each body shape.
That's why I think we only have face masks where the shape of the character's face has no affect on the appearance/structure of the mask they're wearing.