In the artbook, we can the Maiden's face changes into Soh's once she becomes Yoshiro: physically conveying she's fused, or has begun to fuse, with the Goddess.
(Combined with her plaque, the fusion would be easier to realize. A god to humans and a human to gods implies a 'mixed' state of being.)
But in-game, this physical change never happens.
In the canon cycle, Yoshiro retains her face.
Is it related to Cursed Soh, who is the complete fusion of Soh, the former Maiden, and the Goddess? As in, our Yoshiro can't fuse with the Goddess that far anymore because the Goddess is fully fused to Soh? And so this is reflected in Yoshiro's face, which never changes to that of the Goddess.
(But then again, Yoshiro would still then be able to fuse to Soh as Soh is the Goddess as well, due to the fusion and not just because she 'becomes' the Goddess through the mask)
Buuuut, I think Soh only becomes the Mountain Goddess, whole and complete, upon defeating Cursed Soh.
So perhaps Yoshiro was unable to fuse with the Goddess in a way that would physically change her.
Or was Yoshiro's face never changed because they didn't have time to implement it?
We would need to see the Maiden, her becoming Yoshiro and then seeing her face change. That way, the end reveal of Soh's face would make it clear the Messenger is a former Maiden who also fused.

