You might have noticed that something similar happens with the indefinite article, when the following word starts with a vowel. The reason is that it is simply easier to pronounce with this - as it is also in English.
There is no liaison with the feminine, indefinite article une.
une femme
a woman
une maison
a house
une abeille
a bee
une invention
an invention
une hallucination
a hallucination
une hache
an axe
The reason for this is easy: There are not two vowels in a row to pronounce. Une does already have the consonant before the following vowel.
