Ultimately, the issue is that, underlying the minds of those making these types of rude statements, this actually isn't about you. It's about their perception of either social norms, or something related to them trying to assert their dominance and either put you down publicly or force you to conform.
As someone who varies how much makeup she wears (and who also still sometimes gets some interesting life "choices" questions about things like her sexuality, which builds up a certain degree of related conversational practice), and feels it's entirely a personal choice and more power to anyone who doesn't care to wear any, I have a range of responses depending on how I feel about the way someone is commenting, but the key is that they all focus on one thing:
Start from a platform of having nothing you need to justify to anyone else in this, and NEVER lose sight of that.
This is often easier said than done, especially for anyone who is generally polite and cares about how others feel and think in the empathetic sense, and themselves likes to understand people and the world around them. Because it's easy to want to try imparting that understanding of your own choices and actions to others. Which would be fine if that were the most important thing here, but it's sadly generally not once someone has asked a question like this to begin with, no matter how "innocently" it were couched.
Someone who actually had you or your feelings in mind would never have asked a question like this in the first place, and certainly would not have done so without providing clear cues that they were actually approving of your choices first and foremost, and simply curious about them as a fairly close friend or similar level of very close acquaintance. (e.g. at least something like "I wish I was comfortable just going without makeup, it must be nice?")
The problem is that as soon as you start approaching this as something you can or should justify, it turns into a debate. This isn't a debate. This is your choice, about your body, and your life. So the key is making sure that you're responding with statements which simply aren't open to debate, and if things still can't be headed off, possibly going so far as calling out the purpose or nature of the questions used rather than your own choice in not wearing makeup. That last is going to depend a lot on the social situation and how you feel about the person asking, and whether it's worth really slamming that door in their face.
One way is to make statements that place it firmly in the realm of your feelings, and only in positive senses:
"I feel better without it."
"No, I feel better without it."
"Because I feel better without it. [and at this point follow immediately with a blatant change of topic to the weather, work, or whatever]"
This immediately shuts down anything else, because those are your feelings, and you're not wavering with expressing your perspective in that framing. You're not giving "reasons" (which can easily be taken instead as "excuses" from the other person's perspective), you're not rationalizing, you're simply and directly stating how you feel. Any response other than "Oh." (including a repeated "Why?") can certainly be met with an "Excuse me?" or something of a similar nature, because no one else gets to tell you how you feel, or imply that your own experienced feelings are not legitimate as actually being your feelings.
Anyone who tries to dissuade you at this point is being openly and overtly rude, and short of a social situation that requires more finesse, I'd generally say feel free to tell them so either directly and literally, or somewhat less directly but still quite obviously, such as "Well it's nice that you feel that way" and hopefully moving on at that point, in one way or another.
If met with things such as that "well have you tried…" then the response, if you want to even give it, is quite simply repeating "I feel better without makeup." No clarifications, no attempts at engaging the point they are trying to make. Disengage with a solid platform of your own positive feelings for your choice, without any rationalizations or explanations, change the topic, and let it drop.
If they still can't take either a hint or clear direction about it, I'd personally feel free to interpret it as intentional and move on to making it about them if you aren't ready to just walk away (which is the smarter choice if you don't want to most likely burn bridges at this point), because let's be honest: that's what this was really about from the start.
Honestly I personally would not feel that being mildly passive aggressive in response to someone commenting on your makeup or "lack" thereof, of all things, is entirely wrong, especially if it's gone past the point of you stating your feelings and holding that ground: it's incredibly passive if not overtly aggressive to negatively comment on someone's appearance in that way in the first place, and it's definitely worse to not drop it after getting a response.
One approach is to flip the tables: for every time they ask a question about you, don't answer it directly and instead ask them why they would say that, and whether they're trying to be critical of how you look. Focus the conversation back on them, entirely. If they reply with no, feel free to jump back to asking why they would do that then. Also feel free to inject it with an air of incredulity that they would be so rude as to continue to do so.
Another is to even more openly ask them whether they've thought about how this is supposed to make you feel, and what their point really is. Generally if things have progressed this far, I ask how they would feel if someone started commenting negatively about their makeup… "choices." I also try to avoid letting things go this far. It's meant to be an exercise in building empathy and focusing on the flow of the interaction and how it makes someone feel rather than your personal choice, but I find frequently that the exercise is lost on most people who wouldn't back off sooner.
Finally, if someone really won't let it go, there's leaving a cutting response and then walking away. @LinuxBlanket's answer could easily have some repercussions, but if you're past the point of wanting to be amicable because someone can't take "no" for an answer and continues to be rude after the first attempt to shut them down, it's not entirely inappropriate either at a point like this, but I try to avoid doing it unless I'm really sure that's how I want to present myself in this situation. Being rude in response to someone else being rude easily turns into a situation where now you're the one accused of being rude. Sometimes it's also the only way to get someone who keeps offering "friendly" advice that isn't friendly at all to leave you alone, but it's worth being sure you want that type of outcome before really pushing back like that.