I posted on r/askreddit and got a pretty interesting theory that this is mainly due to superstition, but I am still wondering was there any other reason besides that one
This answer is older, but gets to the main answer to your question: https://www.reddit.com/r/AskHistorians/comments/1gvr98/how_did_the_practice_of_blindfolding_or_hooding/
The original answerer has unfortunately deleted their account, but hopefully someone else can fill in any other details/follow-ups you may need.