One issue that can cause pilling is likely something you haven't considered when purchasing a new, buzzed-about makeup item. Silicone is found in a range of products: blush, primer, foundation, serum, and even moisturizer can contain silicone. The ingredient can also go by other names including dimethicone, cyclomethicone, amodimethicone, and methicone, according to The Skincare Edit.
Silicone isn't always a bad ingredient; it helps your makeup achieve a smooth, moisturized look (per Get the Gloss), and it doesn't penetrate the skin barrier. Because of this, however, whatever you apply after a silicone-based product likely won't absorb into the skin either, causing a pile-up, and, likely, product pilling. However, if you find compatible silicone-based products to use together, they won't give you trouble. And, likewise, sticking to compatible water-based formulas can be equally effective in preventing pilling.