To quote the UESP
It's possible that a unique design was made for Malborn, but it was just never applied. The "fake" Malborn mentioned previously does have a unique face, despite not being encountered by you under normal circumstances. He may have doubled as a "face holder" NPC, an NPC on which developers test creating a face before porting it to the final NPC, in which case the final facial data did not get exported.
There are even videos about this. Search for Skyrim: The Tragedy of Malborn's Face - A "Restoration" Mod on YouTube. I am making a Cutting Room Floor ticket, but like my other ticket about the Warlock Boss perks, this might also fit into USSEP.