Because every story needs a masked "villian."

During the great war, Nine Hundred and Ninety nine battle hardened soldiers... died in an instant... the last survivor could only mutter the words "great shadow" and "gold mask" when asked who did this to them, he dies from the fear trying to remember the ordeal making the death toll an even 1000.

No one knows who or what the Gold Mask is, only that he's a fearsome monster and akin to a force of nature than a person.