Why is ウ (u) used in ウィ (fi) or ウェ (fe)?

ウィ (wi) and ウェ (we) doesn't seem to follow other such rules.

For example, シェ or ジェ uses shi+e=she and ji + e = je

Therefore why does ウ + イ = wi, when it's u + i?

Basically, where is the w coming from, when ウ is u?

Shouldn't it be a ワ instead?