If the lather dries out on your face, it may be that your face is too dry at the start. Do you wash your face before shaving, either in the shower or otherwise? Washing the face with soap and water removes some of the oil from the skin and hare, allowing for better hydration of both.

If you do wash your face before shaving, do you dry it with a towel before applying the lather? This of course removes considerable moisture.

Finally, there are some soaps that just tend to dry out quickly, no matter how much you hydrate, what soap/creme are you using?