I've heard of people using that when I went to anime expo, but it's like...full face makeup (not normal foundation looking stuff...like a blue face or clown white face), and they want to make sure it doesn't rub off on clothing. (for the clown white, for example, you paint down to the neck line and you don't want it rubbing off on the collars of the costume throughout the day)
I know there are setting sprays to help make sure that sweat or oils don't make the makeup wear out, but are there setting sprays to make makeup safe to even the touch/clothing rub? (one of the guys there did a hairspray spray on their face)
I hadn't heard of it before this summer when I saw it though, and I don't know if there's anything better. (it is kind of also an extreme case of wanting to make sure absolutely none of the makeup wears off onto clothing that is constantly rubbing against it, too)