I find that when I get creasy/cakey makeup it’s because I over powder my face when I am trying to set it. Setting sprays help with resolving this issue sometimes. I have tried this trick from Wayne Goss on Youtube and it works pretty well.
I would venture to say that you are probably more heavy handed with your application than needed. Also I find that cream to powder formulas can get you into the creasing issues far easier than working with emollients/ cream products and simply lightly setting afterwards.
MAC Fix+, Urban Decay Setting Sprays, and any hydrating toner in a spray bottle do the trick for me.