It comes down to how much you need for proper protection. When a sunscreen is added to a moisturizer or a make up product it is heavily diluted. For proper face protection you need about two fingers worth of sunscreen and that is with an undiluted product. A) you would never apply that much moisturizer and definitely not that much foundation. B) you would need more than two fingers worth of product for a diluted SPF and now its just a waste of product. It is best practice for actual skin protection to find an SPF that wears nicely on your skin and apply it separately to all other products.