I think it is completely okay to have your own rules for your own kids!
It really doesn't matter what others think. That is one of the great things about being parenting! We have many rules in our house that are different from those at DD's friends' houses. We don't even enter into discussions about them... it just is what it is. If you do not feel comfortable with make-up at a young age, do not feel like you have to justify it to anyone.
My DD loves to play dress-up and has a make-up kit that we consider part of that game. Our rule is that it all gets washed off after and make-up is never worn outside of the house. For her, it is just part of the dress-up experience. If she had a friend who was not allowed to wear make-up, I would certainly tuck it away when they were over with no questions asked.
