All people have facial hair, just get out your magnifying lens. Some people have distributions of either thicker (diameter per hair) or denser (more hairs per area) or both compared to others. On your own body, pluck a hair from your scalp, arm, chin, armpit and pubic area and compare them. Next do that with someone from the other gender. Next do it with other races and genders.
The next step is to staunch your bleeding wounds because the others didn't like this little experiment of yours.
Like everything in medicine there is range of findings (a trend) and you are the way you are because your parents are the way they are with a bit of luck tossed into the mix. The trend is that women have a distibution of facial hair that is shorter, finer and less dense than their scalp. Men tend to have thicker hair on their face than their scalp after puberty, (since the surge in testosterone seems to play a role in the conversion of lanugo type hair (like your forearm) to beard hair.
There are trends of racial differences with most Native American and Asian populations have a relative decrease of thickness and density of facial hair. Some might appear to have no facial hair, but it's there, just not as much or as thick. Some populations the beard hair is closer to arm, some closer to scalp, some closer to arm pit etc. It's all a range.