It's been 23 years and I still don't have an answer to that question. I sincerely don't know.

Wikipedia links from the Touhou Project to an interesting article, called "database consumption", where people are fans of the component parts of an original work, but want nothing to do with the original work itself.

https://en.wikipedia.org/wiki/Database_consumption

It gives the example of Hatsune Miku, who strictly speaking is a fictional character attributed to a sampled singing voice in a vocal synthesizer VST called Vocaloid 2. She was the product branding. There is now a huge industry of fans inventing stories about Hatsune Miku and rendering/drawing pictures of her and enjoying thoughts of her being their waifu. Whatever they've made up is now their headcanon.

I can totally understand Hatsune Miku fans asking you to get lost if you tell them you bought Vocaloid 2, it's cramping their vibe.

Is it the same with the menagerie of Touhou characters? Are there people enjoying thoughts of Marisa Kirisame who don't want to be reminded she's a character in a shoot'em'up?

The submission notwithstanding, it's probably changed since then, no? Or just "the community" has split into more pieces, more of them willing to pay for stuff (e.g. fumos). I've primarily enjoyed the games (especially 7) for a long time but I've also often seen discussions that are like "games? What games?" Not as much hostility to paying for a game, though of course some, usually I've just seen frustrations over no way to pay without going to Japan, then when some new games came to Steam frustrations over no official English support, and no one cares about game piracy. At the same time there's a lot more games now, including the recent successful (and more properly marketed) 6 remaster, plus a huge pile of third party games, including a bunch with paid Steam releases, covering just about every other genre.