I don't know what women you know, but I know plenty who do not wear a smidgen of makeup and feel no such pressure.

Those that do, do so because they enjoy it. Plenty of people born men are mutilating themselves for the privilege of doing so. It is something many people of all genders enjoy doing, because they see it as creative expression, because they have a high sense of aesthetics, or because they are very narcissistic and competitive and enjoy being admired, desired, and the social power that gives them.