If you wear a costume, put on make-up, utilise choreography and music, and are scored by judges who must consider the artistic merit of your act, then you're not playing a sport. You're performing art.
While we're here, if you play your "sport" through a computer (x-box etc), you're a gamer, not an athlete.
Nothing wrong with either of those things: embrace them as they are worthwhile endeavours. Just
don't call them sports.
And what's wrong with wearing make-up? Many other sports are subjectively judged too (diving, surfing etc.), although these may be judged by AI in future :)