Noramlly its to make them look flawless. They don't want your imperfections to show on camera or on the stage. Actors also wear stage makeup because from the audience their faces can look washed out, especially under bright lights. The makeup is then used to make certain features such as lips and eyes stand out so from the audience, they look like a normal person. Stage makeup can also be used to transform a person into something else, such as an animal, an old person, etc.