Hmmmmm... that's really weird. My family doesn't really compliment me but my friends do and sometimes random people do. Here's a suggestion: start talking to a close female friend about your hobby. Start asking her which of your scents smell good, and soon she'll take notice and start complimenting the ones she likes. Sure, it's not spontaneous, but it's something.
It would help you if you listed the colognes that you wear most so that I can see if they are ones that are compliment getters. If you really care about compliments, I can share with you a few scents that seem to effortlessly earn me compliments. Also, you should know that people might like your scent even if they don't compliment you.