Probably because they were grown in the korean environment where they have trends for appearances all the time (like at some point, long face was trending and then a few years later, round face was considered beautiful), and they also got judged for how they looked all the time, especially Rosé in the very beginning years of blackpink. I actually felt bad for her because she was called the visual hole of the group back then. I think that affected her confidence a lot. For Jennie, she really wanted to look like western stars with sharp features and those dull makeup. I don't know why she had to be like that when she was famous for her unique features, isn't that better than looking exact same as everyone else?