Respectfully, you have it the "wrong way round" and in this instance, for a variety of reasons Illustrator is right, and you are wrong.
I find myself using underscores as spaces in every filename I ever make, psd's, .ai files...everything. You simply never know where a file might end up (like a web-server, or backed up to a NAS where you might want to perform bulk, command-line, operations on it). - Spaces cause ambiguity.
You would not want to delete your current file names from a web-server via:
rm Face A
...which would delete all the files called "Face", and all the files called "A" but you would not delete the file you intended. Non intended outcomes on web-servers (or backup machines) are scary!
Likewise is URLS you would face problems if you ever tried to download:
Also of course you have just run into an instance where an application is making the right choice... saving a file for the web should certainly avoid spaces, and you are having to carry out additional work to make the situation worse. This in itself should deter you.
I recommend you get a decent, free, file-renamer, like Bulk Renamer and that you put all those hyphens back (or go pro...with the underscore haha) and then abandon all thoughts of spaces from henceforth! You_will_not_regret_it!