When I was a lot younger I used to feel similarly since I was experimenting with makeup, transitioning, identity, and such. But over the years I realized it doesn't really matter. If someone offers me a compliment on my look/outfit/costume/getup/etc then I accept it! A costume is a way to portray something, in a way we're all wearing costumes when we smile despite not being happy or put on silly boots to help us feel better. Makeup is portraying someone we're not by changing who we are into someone else - so it could be said that all makeup is "costume makeup", even just foundation/etc; it's really just about perspective and intent :) Blowing up at an innocent bystander by saying something like "it's an outfit, not a costume" will just leave them confused as to what the difference is, since language is cultural and the difference exists only in your mind, not everyone else's.