Mainly because se is a reflexive pronoun. It is used when the object of a sentence is the same as the subject. Note, it is reflexive in this case. (Se can be many other things, including a reciprocal pronoun, as in "las niñas se peinan," where you have the ambiguity of not knowing if the pronoun is reflexive or reciprocal. Do the girls do their own hair or each other's?")
Le is a third person pronoun used as indirect object (never direct object -- this would actually be leísmo).
Thus in the second sentence, you use se because it refers to the person doing the action (she does the action to herself).
Clara nunca se pinta los labios ni los ojos [a sí misma].
In the first sentence, you use le because you use it as a pronoun for the third person. Comparing with first and second person pronouns:
La camisa mo me queda bien a mi (1st person)
La camisa no te queda bien a ti (2nd person)
La camisa no le queda bien a ella (3rd person)
And you could write a sentence with both "se" and "le":
Laura nunca se ponía [a sí misma] la camiseta negra que le quedaba pequeña. | Laura never wore the black tank top which was too small for her.