Most women take their makeup off to go to bed. Some women take it off and put on some sort of face treatment. As others have pointed out, typically only women who are utterly exhausted will neglect to remove their makeup before sleep.
It's usually the norms for the majority of the world who are above the poverty line and could afford it. It's nothing special, it's just the timeline we live in.
In a few years, maybe people start sleeping on a bed of ice cubes and their reasoning might be "to slow down the aging process."
I doubt it. It feels disgusting (its very oily by the end of the day, especially if you've been moving around a lot or warm) and you're more likely to get spots/irritation if you leave your pores clogged in it overnight. You'd end up with bad skin, which would defeat the point of wearing make up to look better.