I've seen this time and time again: dancers who either aren't wearing any lipstick or a shade that makes it look like there is no lipstick. Lips are one of the very expressive features on your face so having them stand out is necessary to convey the emotion. I've seen a few pieces where the dancers made the conscious choice to appear as if they didn't have lips because it went with the concept of their piece and, obviously, that's fine. However, for anything else, please have lips!
Make sure that the color that you are using is contrasting enough with your skin color. There should really be only a few shades that would be off limits. If you're in doubt, you simply can apply the color and pull back from the mirror and see what it looks like. If you don't see clearly that there are lips, then the shade is not the one that you should be using. ;)
Note: I talk about lipstick here but it could be a lip gloss. Lip glosses actually may be bigger culprits than lipsticks for this phenomenon.