This is a good question. Generally makeup does contain chemicals. This is why it's ideal to use all-natural brands of makeup; but not everyone prefers the selection of makeup on all-natural brands.
At the end of the day, you control what you put on your skin. So if you can do without using multiple chemical-based products on your skin, and replace some of them with an all-natural daily moisturizer, wouldn't you rather do that instead?
Think of this analogy for a minute: Imagine that you love eating cake, but you're also conscious of your weight and want to maintain a good physique. You know that the best solution is to give up cake (which you love) and go to the gym regularly. Even though that's the ideal solution, you would probably prefer eating cake occasionally and hit the gym regularly. As opposed to not going to the gym and having cake every day!
This is why it's best not to wear makeup every day. Give your skin some room to breathe and condition it daily with an all-natural moisturizer like the Volcanic Elixir.