It has an 's' at the end, but it is still treated as a singular noun in most contexts. You don't say "My favorite subjects are mathematics", you say "My favorite subject is mathematics".
To be fair, you would also not say “My favorite subjects are games”; there’s only one subject, called “games”, even though the word “games” is a plural form of “game”.
I can’t really come up with a situation where you would want to refer to multiple “mathematicses”; it kind of just is something ethereal, not a _thing_ where it makes sense to refer to one or many.
