it's to be expected if you rub your face with a tissue tbh, unless you have make up that is for tv which is bombproof.
are you very pale skinned iguana? I only ask because only 1% of people need to use a pink toned foundation and on most people it looks like a mask.
to pick a right match you should select three shades closest to your skin tone and put a stripe on your clean face between your nose and the side of your cheek and gently blend it, go out and check in the daylight, then double check the shade doing the same on your forehead because sometimes the skin is actually darker there and thats the shade that will be the best. the correct shade will dissapear on the skin.
also DO NOT set foundation with powder that is called transluscent, its a bollocks shade that suits absolutely no one and proper transluscent powder has no pigment. it'll just make your skin look shit and ashy.