Little boys will always play with guns, if you don't give them toy guns, they will use sticks, or even bite a piee of toast to resemble a gun.
Little girls will always play dressup, and try to look like little women, and try their hardest to get into mommy's makeup.
Why? You answered the question....to look like women, to play practice being grown up. In the context of play, it has no more consequence than little girls pretending to be mommies.
Why do we insist that little girls in pagents look like women instead of little girls? They ARE little girls. There is probably some merit to putting make-up on a child in order for faces to be seem in harsh lighting (just as it is perfectly acceptable for the occasional school play). But the whole package is very, very adult (the hair, the clothes, the gestures, the walk, etc.)