Is professional make up supposed to look cakey?

I had my make up trial last night and I loved how my eyes looked but is the eye shadow supposed to look cakey up close so that it looks good in pictures?

Also, I had the airbrush done and that kind of looked cakey on me too. Is that b/c my skin is dry? It was also kind of itchy. Anybody else have this?

I normally wear make-up, not a lot but more than a little and I don't normally wear foundation or powder or anything like that. I just felt like I had on a ton of make up but is that normal? TIA