it goes both ways - if the groom had dropped down dead and the wedding was off and the makeup artist wanted paid for the job she would have done that day everyone here would be up in arms about it.
No, it really doesn't.
If the groom had died, everyone involved in the wedding would still requirement payment, as OP would be cancelling. Unless OP had wedding insurance, she would not get a refund (although in those circumstances, some suppliers may show some compassion and not expect full payment).
As it's the MUA who has cancelled, the penalty is theirs. They offered a trial for a service that they cannot deliver, so the trial was missold and a refund is due.
There is nothing confusing or entitled about that, whatsoever.
The doughnut analogy is ridiculous. If you didn't eat it in time, it would be your penalty - you failed. If it went off before it was supposed too, it would be the bakers penalty, because they failed - through the shop, in this case, but that's because the analogy is stupid.
and if you are so miserly that you want a refund from this woman's time and skills when she gave you months of notice
The MUA offered her time and skills for the OP's wedding day. They did a trial, where the MUA was paid, to check that the OP and the MUA were both happy to work together and had a good idea of what look was required on the day and what products would be needed. Now her time and skills are not available on the day - so the trial is refunded.
It would be the same if she'd promised to officiate the wedding and now couldn't attend after attending the practice sessions, or make the wedding dress and then decided after the fittings that she couldn't do it.
As for "bullied" - there are no words. She is liable, she was trying her luck by not refunding.