You need to place the mask shape in the "face" mask track in order for it to do what you want.
There are two mask tracks on every shape track, one is pre-transforms and one is post transforms. You've been placing the mask in the post transforms mask track so it ignores any transformation moves that have been applied to the track. Just drag the mask shape up into the other mask track and the mask will lock to the media.
If this is unclear please let me know and I'll offer a more in-depth explanation.
OK, you discovered the difference between downstream and upstream masks. To make a mask stick to the layer even after transformations apply it "upstream". To do that use the mask track nested in Face track. Let me know if this technique works for you.